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Hello,every engine will try to do that when it encounters a title.
Headlines are indeed titles so the engine will try to use the correct grammar.
You can try to add this info to the company prompt you provided before and that you can find in the WPML Settings but you'd need to override the translation to have it showing correctly. This is honestly the first thing someone complains about the title case (usually people complained about the engine NOT using it correctly) so let's give that a try first while I talk to our Devs and see if there's another solution, ok?
In the settings where you added the description of the company for context, add that you do not want to use title cases for headlines and intros and then try to translate a new page that contains one headline and one intro and see if it works.