Also, you can be capable of proper capitalization and yet use capitalization differently as part of your expression.
In this case, Built Different really makes perfect sense to me because it’s almost being used as a slogan. The term Built Different has meaning in the zeitgeist that is distinct from, for example, thing A being built differently than thing B.
Capitalizing terms that have different significance than the simple grouping of words within them is such a common device for writers that I wouldn’t even call it ‘improper’.