grammaticality - Is it wrong to start sentences with "in which case"?

I read a few things someone wrote and for the first time I saw a sentence starting with "in which case". This person does that very frequently, and it seemed really wrong to me.

Some time after that I saw another person doing the same (you can see it here, page 9, 5th paragraph). As this person is a very well-known and respected economist, who is also known for his good writing skills, I started to think that maybe it "sounded" weird just because I hadn't seen it before.

In my view "in which case" should be preceded by a comma, but I might be mistaken. My question is then: is it really wrong to start sentences with "in which case" or am I completely off?

EDIT: Here is the paragraph which contains the referred message:

Evil is a strong word. You may find the moral category too severe for
something as mild as breaking a promise. In which case, you may
want to change the title to "Distrust is the Root of all Money". But
that wouldn’t have quite the same ring.

Answer

This is a style issue. As far as I can tell, there's nothing particularly grammatically wrong with the construction itself:

Dougal says that he will beat me to within an inch of my life. In which case I will start carrying a shotgun concealed within my socks.

Personally I dislike this style of writing, which reminds me of the "Yes. It is. As you say." style of "copywriterese".