There’s a nice explanation (true or not I don’t know) by George Sanders’ character (whose name in the film is ffolliott) in Hitchcock’s Foreign Correspondent (1940, Joel McCrea and Laraine Day).
“One of my ancestors had his head chopped off by Henry VIII and his wife dropped the capital letter to commemorate the occasion.”
Not very likely, I suppose, but somewhat artistic under the circumstances (a car chase).