I can see what you are referring to as can be seen in the following screenshot

How are you adding the menu? are you simply adding individual menus for each page? To me it looks like when you have typed HOME to the menu in the example screenshot you didn't type using full uppercase.
The best way to ensure all menus and the page names are the same would to use the following
How to use Master Pages? by using this then all pages will use the exact same menu and if you ever need to make changes then you only need to apply it to the masterpage for it to take effect to all pages.