I totally agree, the list of errors that I have added has been for exemplification, but I think that the possibility of displaying a message would not be bad.
I would not give that message, but it is something to consider if usernames should be case insensitive. LDAP, for example, is case insensitive by default and most services nowadays behave that way.
Usually usernames are made insensitive to minimize impersonation and also because frequently e-mails are used as logins and those are case insensitive.
If a decision is made to keep usernames sensitive, maybe a standard message telling the user “remember username is case sensitive” would be appropriate as they’ll be used to other systems which behave differently.