I’ve always considered these to be two different URLs:

https://oursite.com/fun/

https://oursite.com/Fun/

On our site, the same page loads when entering each URL.

Did something change in WordPress to act this way? Is this default? I thought WP used to redirect to the permalink…

I think preferred behaviour would be to consider them the same, and always redirect e.g. /Fun/ to /fun/ (the canonical URL / permalink).

Our current permalink settings are Post Name: https://www.oursite.ca/sample-post/ (second to last option, right above “Custom Structure.”

PS – Unfortunately we’re getting split entries in Google Analytics as a result of this behaviour.