If you're typing the hashtag in full it should be preserving the capitalisation you used?
The server's own tag suggestions system is based on whatever the first use of a hashtag was, so if it was #SuperBowl it will suggest that but if it was #SuperbOwl it will suggest that.
Whatever it suggests though, you should be able to override it by typing the capitalisation yourself?
This may also vary depending on which app you're using to access your account.