What you are seeing is due to a combination of settings. First, on Tools > Options > File Extension Setup, Tagging tab, if you have "Auto-list compatible values" (last item in the LEFT column) enabled -- it is enabled by default. The second setting is your setting for "Update after ms idle", which is by default 0, which says to immediately show list-members or compatible values. My guess you have change that setting to something like 250 ms.
With these settings, when you type: "User user =<space>" SlickEdit will attempt to list variables in the current scope that match the type of "user".
In this case, "user" matches itself, and is put in the list and automatically selected when you type "User" (because the matching is case-insensitive). When you type the dot after User, we substitute "User" with the word selected in the drop-down list, which is "user".
Now, if you have "Update after ms idle" set to delay, there is a TINY window of time, perhaps it perfectly matches the cadence of your typing where the list comes up immediately as you type dot. If you are on Windows, you might notice the list flash up and go away in this case. If you are on Unix, you might not see it at all because the window can be created and destroyed before the X-Server refreshes.
If you type the sequence very slowly just once, you will see exactly what is happening.
Now, is this a bug? I can sympathize that it is annoying. One could argue that the list should be case-sensitive, matching the case-sensitivity rules of the language. However, one of the most loved features of list members is that it is not case sensitive, so you can type in all lower case and let it substitute the right mixed cased identifier. You could argue that it should be more like Auto-Complete and just provide hints and not select anything by default, but then, this is also one of the most loved features of auto-list members, if you are looking for "str.GetLength()", you type "str.getl", immediately see that "GetLength()" is selected, and type the open parenthesis and keep going.
I think I have a solution that will serve as a good compromise, and I will file a feature request for us to add this to SlickEdit in a future version. The idea is that for a case-sensitive language, use case-insensitive matching only if the word under the cursor is all lower case or the programming language is case-insensitive. With this tweak, when you type "User", it would not be matched with the local variable "user", so nothing would be selected in the drop down, and thus nothing changes when you type dot. This allows users to still type lazily without hitting the Shift key and get case correction via list members when they need it, but not when they explicitly type something containing capital letters.