Imagine that you combined this case check with the sanity check, and then that test case failed. You would have to do further analysis to figure out which part of the test case failed to determine what the problem was. If you have to analyze the results of your unit testing just to figure out what they mean, it's a sure sign that you've mis-designed your test cases. Because the fact that toRoman always returns uppercase is an independent requirement. If we changed that requirement so that, for instance, it always returned lowercase, the testToRomanCase test case would have to change, but this test case would still work.
Every test case is an island.
Note that we're not assigning the return value of fromRoman to anything. In this case, that's what we want.