the phase after the colon is a complete sentence by itself. There is a divided opinion whether or not the "W" needs to be capitalized.

Yes, there is. Most style manuals would agree that if you start a full sentence after a full colon, you should always capitalize it. Actually, I would tend to capitalize *anything* after a full colon, but there are different styles that are valid. Note that this has nothing to do with grammar — it’s just a matter of style. And obviously, it doesn’t affect the spoken language. Also, since it’s probably your next question, we traditionally say “these data”, although it’s becoming more and more common these days to say “this data”. In fact, there are some contexts where it would look silly to treat “data” as plural these days. Anyhow, your sentence is perfect. Well, the part in quotes is correct at any rate. You forgot, however, to use inversion in your question. Here’s the correct form: “Why should an uppercase W be used here?” This is a super-important grammar point to master. Forget about capitalization and style and just learn how to form direct questions using inversion. You’ll be happy.

https://www.grammarly.com/blog/capitalization-after-colons/