Unfortunately, it's not possible for Zotero or any other tool to reliably automate conversion to sentence case, since a computer can't know for sure that something is a proper noun. (Think, for example, of the word “united”, which can be an adjective, verb, name of a company, or part of a country name.)
That's why this has to be a manual step that you then correct.
I don't know what EndNote does, but read what I quoted above — even a giant list of words wouldn't be reliable way of knowing what's a proper noun. So while some proper nouns could be kept as capitalized, you'd still have to manually review each entry and make various corrections. This just can't be automated. (The only semi-reliable way would be a large language model, and in our testing even recent powerful models make mistakes here.)
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See Sentence Casing: That's why this has to be a manual step that you then correct.
It ignore these proper nouns when rename PDF title as sentence case.