I didn't think that the person who wrote that was dismissing that they do, in fact, put it in all caps, but they suppressed the statement that it is done for "branding" reasons. I, for one, know that they want it written in all caps, but I don't know that it is done for branding reasons. I really have no idea why they do it. Whoever made that comment has not changed me from rewriting it PGA TOUR wherever I happen to see it. My question is: should references to "the tour" that do not rise to the level of the full name PGA TOUR, use TOUR, or Tour, or tour? My vote is simply for "tour," referring to the general, improper noun of a circuit of competition. If you use "Tour," you're saying it's a proper noun, but the proper noun is all caps, and not only would that look awkward to say that they did such-and-such on "the TOUR," I think it's unnecessary. If you were talking about NFL policies, you probably wouldn't say "League policy says xyz," but simply "league policy says xyz," "league" referring to the improper noun that is the general concept of a league instead of this specific league.