When I am using the learn spelling function it is mostly to learn the spelling of various made up names I have created. This helps a lot when I have forgotten how to spell it or decide to spell it differently a few chapters later. But I find it only learns the spelling and not any sort of capitalization. So, if I have a word like “Milly” and learn the word, it will see the word “MIlly” as being spelled correctly. Incidentally, the spell check in this forum here as properly deduced the second spelling is incorrect.
As with Scrivener, the forum itself has no built-in spell check. What you see when you’re typing in a post here is the browser itself running spell check on the form you are typing in. If you use Safari, then you should be seeing the same exact results as you do in Scrivener, because in both of those cases they are using the operating system for spell check.
This would thus be something you’d need to post to Apple’s feedback.