I ask because I've seen a couple of OO PHP tutorials which do not adhere to this, but to me it just makes sense. It makes it easy to instantly see if a file is a class or not, if non-class files all use lowercase names.
This is a naming convention question and whilst it is a good meta question it seems to have been well covered with this StackOverflow question from Dec 2008.
Basically, some languages have prescribed naming conventions (e.g. Java) whereas others (the majority) have evolved and are mixed to the point of Programmer's Holy Wars.