You may be setting up a project and trying to decide the right names or just renaming stages and cleaning up the consistency.  In doing so, you may decide you want the label to be in a different case (e.g., instead of in progress  you want In Progress). 

If so, you also need to go into your labels and modify the case of the corresponding label.   

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Without doing this, you may run into UX glitches in trying to move issue cards from one stage or another