Why Frequency units follow SI capitalization rules. The prefix kilo is always a lowercase k (uppercase K is reserved for kelvin), and hertz is abbreviated Hz with a capital H because it honors Heinrich Hertz, while the second letter of a unit symbol stays lowercase. Putting those together gives kHz.
Watch out KHz looks natural because sentences often start with a capital, but an uppercase K means kelvin in SI; all-lowercase khz misses that unit names taken from a person get a capital first letter.
Small k for kilo, big H for Hertz the man: kHz.