The fundamental issue here is that in ASE, 'CASE' is not a statement, but an expression, technically speaking.
Bret's reply shows how CASE...END can be used as an expression as part of another statement.
In contrast, a CASE statement is a control-flow construct that exists in other programming langauge (e.g. C), and some other SQL dialects, but not in ASE's Transact-SQL.