Here's why:
* Proper Nouns vs. Common Nouns: "Nassau" and "Suffolk" are proper nouns (specific names) and should be capitalized. "Counties" is a common noun (general term) and should remain lowercase.
* Consistency: Following this rule ensures consistency in how we refer to geographical entities. We would similarly write "Los Angeles County," "King County," etc.
Therefore, the correct way to write it is: Nassau and Suffolk counties.