There is no such rule. It's a convention that some publishers follow (to varying degrees) but others don't, as a matter of editorial policy.
For example, I believe that Teubner has traditionally capitalized the first word of each paragraph/section in its Latin texts, but otherwise doesn't capitalize the first word of a sentence unless that word is a proper noun.
By contrast, in all but one of the Oxford texts that I pulled off my shelves, the first word of every sentence is capitalized. (The exception was Ogilvie's 'Oxford red' of Tacitus's Agricola.) I looked only at prose works, though.
Cambridge seem to leave the matter up to the individual editor. Some of the Cambridge texts on my shelves capitalize the first word of every sentence, others capitalize only the first word of every paragraph/section, and others don't capitalize the first word of any sentence (unless the word is a proper noun).
For what it's worth, I'll note that typographer, book designer, and poet Robert Bringhurst, in The elements of typographic style – a work that has sometimes (and not without reason) been criticized for being overly dogmatic and even impractical - says the following in his discussion of spaces between sentence (p 29–30 in the 4.0 version of the book):
As a general rule, no more than a single space is required after a period, a colon or any other mark of punctuation. Larger spaces (e.g., en spaces) are themselves punctuation.
The rule is sometimes altered, however, when setting classical Latin and Greek, romanized Sanskrit, phonetics or other kinds of texts in which sentences begin with lowercase letters. In the absence of a capital, a full en space (M/2) between sentences may be welcome.
So Bringhurst, speaking as a typographer, seems to take it for granted that the sentences in a Latin text will begin with lowercase letters. Nevertheless, given that most editions of Latin prose (Oxford, Teubner, Cambridge, Loeb, and others) are printed with justified text blocks, where the spacing between words and sentences is highly flexible to achieve the justification, his point about extra spacing doesn't really apply.