Capitalization

Am I missing something here?  Why is only the first letter of the first word in the section headings capitalized?  It is not the beginning of a sentence, and I have never heard of a grammatical convention that would allow for the primary words of any title, the title of a section in this case, to begin with a lowercase letter.  A quick look at "The Chicago Manual of Style" provides not relief in this matter, so is this just a case of bad grammar?