It doesn't mess anything up. It's just Finder trying to be protective towards lesser users (who in all probability aren't going to redirect Documents to other drives) but there is still a method to accomplish your goal and the method requires a deliberate act from the user. As such these aren't really "workarounds".
Anyway, back to the case-sensitivity. I just view it as a nicety. Given that there really isn't a good reason to have two files of the same exact name being case-insensitive means I don't have to remember the casing convention and I avoid the issue of programs or imported files from other systems changing the case and thus creating a new file. It just makes the whole thing less annoying. In short it makes things easier which is inline with the ultimate purpose of using a computer.
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