I tested it with a FAT-formatted USB-stick.
It's not a C::B issue:
jens@fedora-aspire:/run/media/jens/VOLUME/test$ ll
insgesamt 32
drwx------. 3 jens jens 4096 17. Jan 22:20 bin
-rw-r--r--. 1 jens jens 108 17. Jan 22:19 MAIN.CPP
drwx------. 3 jens jens 4096 17. Jan 22:20 obj
-rw-r--r--. 1 jens jens 145 17. Jan 22:22 test.bmarks
-rw-r--r--. 1 jens jens 718 17. Jan 22:22 test_build_log.html
-rw-r--r--. 1 jens jens 1097 17. Jan 22:22 test.cbp
-rw-r--r--. 1 jens jens 167 17. Jan 22:22 test.depend
-rw-r--r--. 1 jens jens 139 17. Jan 22:22 test.layout
jens@fedora-aspire:/run/media/jens/VOLUME/test$ ll main.cpp
-rw-r--r--. 1 jens jens 108 17. Jan 22:19 main.cpp
AS you can see the file is correctly listed as MAIN.CPP by the OS, but explicitely listing igt in lowercase returns the name in lowercase, so it is impossible for C::B (or the underlying wxWidgets) to see that the name has changed (or at least it can not be done easily).