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If the French expression is untranslated (not a loanword), follow French capitalization practice. For French: some expressions are not capitalized at all (e.g., fin de siècle), others have a capitalization of the first word. For Spanish, German, and any language usually written in the Latin alphabet the same (or something similar) would apply.
For titles with subtitles or parenthetical phrases, capitalize the first word of each element, even if it would not normally be capitalized, if the element is either: A clause that can stand alone as a title and is sometimes used that way, as a short name: " (Now and Then There's) A Fool Such as I "
The initial content list follows that of Wikipedia:Manual of Style/France and French-related. The purpose of this supplementary manual is to create guidelines for editing articles in the English-language Wikipedia which relate to Hispanic cultures or the Spanish language to conform to a neutral encyclopedic style and to make things easy to read by following a consistent format.
Generally, do not capitalize the word the in mid-sentence: throughout the United Kingdom, not throughout The United Kingdom. Conventional exceptions include certain proper names ( he visited The Hague ) and most titles of creative works ( Tolkien wrote The Lord of the Rings – but be aware that the might not be part of the title itself, e.g ...
Wikipedia avoids unnecessary capitalization.In English, capitalization is primarily needed for proper names, acronyms, and for the first letter of a sentence. [a] Wikipedia relies on sources to determine what is conventionally capitalized; only words and phrases that are consistently capitalized in a substantial majority of independent, reliable sources are capitalized in Wikipedia.
The closing administrator pointed out that "If the French expression is untranslated (not a loan word), follow French capitalization practice.... for many works of art the capitalization practice can be derived from the original publication, e.g. the capitalization of the title of a French novel can usually be derived from how it was published.
WP:MOSCAPS currently specifies this for titles of people (my emphasis): When an unhyphenated compound title such as vice president or chief executive officer is capitalized (unless this is simply because it begins a sentence), each word begins with a capital letter: In 1974 Vice President Ford was sworn in as the 38th president of the United States by Chief Justice Warren Burger This does not ...
The short answer: Because it is not conventional to capitalize these elements across most academic writing (of which encyclopedic writing is a subset). That is, current English does not treat the relevant expressions as proper names (or as associated with proper names) in the ways covered by modern linguistic theory.