When you ask SAS to reference a dataset the text you use in the code for the memname (the name of the member in a SAS library) can be in any case you want. But on UNIX SAS will look for and use a file with that membername (and the .sas7bdat extension) in lowercase only. Since the on the Unix file system filenames are case sensitive filenames with any uppercase letters will not be seen as datasets by SAS.
And yes when referencing other types of files like CSV files, (really any file other than SAS objects like datasets and catalogs and index files) then you do have to match the filename case used in the code with the filename case used in the file system.
Note that SAS probably also looks for datasets using lowercase filenames on Windows, but since on the Windows file system filenames are case insensitive it does not really matter.
... View more