Character ranges are locale-dependant. Check the values of LC_ALL and LC_COLLATE. Under some locales, the [A-Z] range is actually AaBb..Z. That's why it's better to use the character classes, i.e. [[:alpha:]], [[:lower:]], [[:upper:]], etc.
Unless you set the globasciiranges shopt: globasciiranges If set, range expressions used in pattern matching bracket expressions (see Pattern Matching) behave as if in the traditional C locale when performing comparisons. That is, the current locale’s collating sequence is not taken into account, so ‘b’ will not collate between ‘A’ and ‘B’, and upper-case and lower-case ASCII characters will collate together. Anyways, bash behavior here is correct. If you need some specific collation order make sure to set your LC_* variables correctly, or use the POSIX locale (LC_ALL=C)