Clearly any website "knows" about whatever you type into that site, including whether lower case or upper case characters have been typed. It can't though "know" whether you've used the capslock or have merely pressed the uppercase key each time you typed uppercase characters. And a website "knowing" what characters you've typed is not a security concern unless you deliberately type something sensitive like your passwords, or bank account details on a non-secure site Perhaps you could explain what your concern actually is?
Any company needs to know when you input something into their site whether upper or lower case is used, or passwords would be a whole less secure, let alone any other input you put in like searches or composing an email - BT is not alone in this, every website operates in much the same way.
It’s not just BT that warns users when they have their caps lock on during password entry. Any modern browser allows the website to fetch the state of the keyboard modifier keys. For example in JS it’s via getModifierState('CapsLock')
