I don't know where the problem lies, but it has been one I've been experiencing for years.
I have always changed it manually.
I had a major brain fade late last year when I was finally permitted to start projecting services again—after a break of about three years. I had to ask how to create those small capitals and a formatting tag to go with it.
See my question and the solution provided here. I said maybe I could probably find a shortcut key etc, later on. I haven't done that yet.
