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.   

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

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