I wasn't doing it when I started, because I don't for magazines. But I did then feel some headlines looked odd with the smaller words not capitalised on Medium, so I started to do it. Now a couple of people have said that's not right (on this thread). But the magazine sample I photographed capitalised the sub head too! I never do that.

So, I too am confused by this. I think, probably it doesn't matter! On Medium specifically, I think the layout lends itself to Title Case for all words in the main heading. But if Medium wanted to set rules for standardisation, that'd be fine with me too!