Time Machine automatically formats new external drive CASE-SENSITIVE?

I noticed a strange thing when I set up Time Machine. I'd bought an external drive that was presumably pre-formatted as FAT32 or NTFS, so when I connected it and told Time Machine to use that drive, it told me it needed to format the drive, so I told it to go ahead.
It happened so fast that I wanted to make sure it had worked, so I checked the stats on the drive, and I noticed that it was formatted "Mac OS Extended (Journaled, Case-sensitive)". I thought it was a bit odd that it was formatted case-sensitive. When I google for this, the only thing I find is people saying that the external drive should NOT be case-sensitive.
So what's going on here? Should it be case-sensitive? Is this a glitch? Should I be concerned? Should those who don't use case-sensitive be concerned?
Thanks!

Well, I've been reading through some other discussions in this forum, and some people have attributed problems with Time Machine to the disk being formatted case-sensitive. So the issue is still up in the air. So far, I've only done an initial backup, and that worked fine. I've also read about people having trouble with subsequent backups. Also, some people report that Apple's tech support instructions specify that you format the drive explicitly without case-sensitivity. There are inconsistencies here, and Apple is mum about the details. So this kinda leaves this up in the air.
BTW, you say the drive will only be used for TM. Is that necessarily the case? I mean, can't I use it to store other files? I got a 500GB disk because it was on sale (a My Book for $125), and I figure it'll take a while to fill up, so why not use the disk for other things?

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