Hi Pucah,

Thank you for the link to the lesson from which your query comes.

I have copied and pasted some text from that lesson below:-

* Nationalities: adjectives versus nouns 

"Nationalities used as adjectives are NOT capitalised, whereas they are capitalised when used as nouns:

Bonne continuation,

Jim

If it starts with a common letter it's an adjective,if capital it is a noun.

Bonjour Pucah, 

I believe the answer to your question lies in the definition of a noun and an adjective. Where nationalities are used as nouns, they would directly represent a person/thing in that sentence. As noted in the example provided by Jim, 

Je connais un Canadien qui vit de l'autre côté de la rue = I know a Canadian who lives across the street.

whereas

for an adjective, the nationality would describe a noun, as adjectives do:

Ma petite amie est canadienne = My girlfriend is Canadian

Keeping this in mind, anytime a nationality is used as a noun, it will be capitalized in French.

Hope this helps!