Your environment variable is all upper-case!
If you have capitalized your variable correctly and you still don't see it in Mathematica, then this is a problem of your window environment. Mathematica is a graphical program which doesn't get the same environment as you have in a terminal.
First you should try to start Mathematica from the very same terminal that knows about your variable. If this works, then you need to change the environment when you start Mathematica from an icon.
This procedure is different for every operating system. In Linux, you use something like this in your icon launcher:
env WEIRD=1 /usr/local/bin/Mathematica
and you will have
WEIRD in your running Mathematica.
In OSX, you use
launchctl for this.