Q: and why?
A: it's too useful. it's almost like having a second font built in. Also, in plaintext situations where style (such as bold) is unavailable, it can be used for emphasis. Also extremely useful for distinguishing the letter L. Also it's hard to write chord symbols without caps, because the lowercase b is used for 'flat'. And many more vital use cases i'm probably forgetting about. a 'STOP' sign with lower case letters would probably look like crap