Is there a reason to write SQL statements in all-caps?
- Shows keywords more clearly, even if your IDE is fancy and highlights/colors.
- Some editors/languages still might not have syntax highlighting.
- People did it this way on because color highlighting didn't exist
Related to the last, an example to make things clear:
Take five chimpanzees. Put them in a big cage. Suspend some bananas from the roof of the cage. Provide the chimpanzees with a stepladder. BUT also add a proximity detector to the bananas, so that when a chimp goes near the banana, water hoses are triggered and the whole cage is thoroughly soaked.
Soon, the chimps learn that the bananas and the stepladder are best ignored.
Now, remove one chimp, and replace it with a fresh one. That chimp knows nothing of the hoses. He sees the banana, notices the stepladder, and because he is a smart primate, he envisions himself stepping on the stepladder to reach the bananas. He then deftly grabs the stepladder... and the four other chimps spring on him and beat him squarely. He soon learns to ignore the stepladder.
Then, remove another chimp and replace it with a fresh one. The scenario occurs again; when he grabs the stepladder, he gets mauled by the four other chimps -- yes, including the previous "fresh" chimp. He has integrated the notion of "thou shallt not touch the stepladder".
Iterate. After some operations, you have five chimps who are ready to punch any chimp who would dare touch the stepladder -- and none of them knows why.
Taken from this answer as it is directly applicable.
After a while, conventions become the way people do things even if/when they no longer make sense.