The reason why isn't clear - though it appears that some programs don't distinguish between CAPITAL and lowercase usernames. As such there lies a potential for conflict if you have a Marco and a marco account.
There currently doesn't appear to be any way to have this done via the users-admin or Ubiquity - likely that these rules are hard-coded instead of pulled from the adduser.conf file.
You add the user via the command-line if you force a "bad username":
root@mine:~# adduser --force-badname Marco
Allowing use of questionable username.
Adding user `Marco' ...
Adding new group `Marco' (1002) ...
Adding new user `Marco' (1002) with group `Marco' ...
Creating home directory `/home/Marco' ...
Copying files from `/etc/skel' ...
Enter new UNIX password:
Retype new UNIX password:
passwd: password updated successfully
Changing the user information for Marco
Enter the new value, or press ENTER for the default
Full Name []: Marco Ceppi
Room Number []:
Work Phone []:
Home Phone []:
Other []:
Is the information correct? [Y/n] y
If you want to add users without needing to --force-badname you can change this line in /etc/adduser.conf:
#NAME_REGEX="^[a-z][-a-z0-9_]*\$"
To this
NAME_REGEX="^[a-zA-Z][-a-zA-Z0-9_]*\$"
This will allow Uppercase names for users. While there is no way to add users to additional groups via the adduser command you can use the usermod command instead:
usermod -G admin Marco