it is actually in lower case as southern Africa is not the actual name of the country unlike South Africa which is the full name of the country and is therefore in upper case.
You have no choice with South Africa but both southern Africa and Southern Africa are common. I suppose many people capitalise southern for the simple reason that it looks better that way. In English, some people can capitalise even mother if they are talking about their own mother and want to be polite or respectful. To a large extent, this is more a matter of