chatbots are full of these simple little tricks to make people say "oh wow, lol, it even has typos". To distract people from the fact that the sentence grammar is often bad, let alone the conversation flow.
A lot of the eliza style ones have simple routines to learn sentences that humans say to them and to parrot them back to others.
I remember SomethingAwful had quite a lot of fun back in '03 warping the minds of various elizas across the net and giving them all a serious case of tourettes.
I don't see any other way the double-capitalization of "WHat" would slip into a chatbot's output.