For short codes in the USA, it technically does not have to be. And in fact businesses have to regularly check for requests even like "please don't send me messages" to be compliant.

Valid question, but I've tried capitals too. Check the image now. Oddly enough, Rite-Aid changed their message to mixed case, but this time did confirm the opt-out (which was requested with "STOP").

But then they continued spamming three weeks after saying they wouldn't. Pathetic.