This keyboard does not have any visual indicator that the Caps Lock is on ( i.e. no light). Some softwares display when the Caps Locks is on and of course you will know when you start typing. I did find a way in Windows 10 that makes an audible sound when the Caps Lock is turned on and off. I can’t speak to other keyboards. I’m sure there are a bunch that have a light for the Caps Lock key.
I agree that this is a flaw in the design of the keyboard, but other than that I really love it.