However, https://news.ycombinator.com/REPLY?id=15319423 does not work. Domain names are fine, because DNS is case insensitive in the ascii region by specification; I don't know about punycode for Unicode domain names. Paths beyond the domain name are expected to be case sensitive, but may be insensitive depending on the server environment (windows servers usually would be insensitive when serving files, Yahoo servers have a plugin to lowercase everything in the path to help with people typing in urls from offline media where users or publishers may not be very careful.

Case doesn't matter for the protocol or domain name but it does matter for the rest of the URL.