This is true, but can be mitigated if you practice safe SQL.... using ANSI standard quoting and explicit capitalization of identifiers, in particular. (Table, column, and schema names.) You may have to turn on support of standard quoting in MySQL, but the other major brands will accept it out of the box.
This is one of the reasons I use PostgreSQL in development -- it natively uses ANSI quoting and otherwise tries hard to be extremely standards-compliant. I can generally take any properly-quoted Postgres query to any other brand with little or no changes. The differences are then usually the availability of specific functions and the spelling of them, not the core syntax.
If using capitalization in tables and columns, this works pretty much everywhere:
SELECT "SomeColumn", "SomeOtherColumn"
FROM "MyTable"
WHERE "AKeyColumn" = ?
ORDER BY "AnotherColumn" DESC
Especially avoid Microsoft's square brackets and MySQL's back-tick quoting styles.