Capitalisation rules in Swahili are more or less the same as English. The course creators were just a bit sloppy.
Technically, the language is kiswahili. Swahili pertains to the people or culture, no?
Kiswahili is how you say it in Swahili. The ki here is used like an adjective but if you wanna act savvy and exotic in front of your white friends then yeah just use kiswahili.
If you're going to call Swahili Kiswahili while speaking English, you could also call Zulu isiZulu, German Deutsch, French Français and Japanese Nihongo and Chinese Zhongwen... where do you draw the line?