Subscript text uses Unicode's dedicated small, baseline-lowered characters — the same ones typography and chemistry rely on for things like H₂O or footnote markers — rather than any HTML formatting, so it pastes as plain text anywhere. Unicode only defines a subscript form for a limited set of lowercase letters and digits (no uppercase subscript letters exist at all), so unsupported characters are simply left as regular-size text rather than faked with a mismatched symbol. This tool lowercases your input first, since that's the only case Unicode's subscript block actually covers.
Unicode never assigned subscript codepoints to every letter of the alphabet — only a working subset (a, e, h, i, j, k, l, m, n, o, p, r, s, t, u, v, x) has one, so the rest pass through unchanged.
There are no uppercase subscript letters in Unicode at all, so converting to lowercase first is the only way to give capital letters any subscript representation.
It's handy for writing simple chemical formulas or mathematical notation in places that don't support real formatting, like chat apps, spreadsheets, or social bios.