It all began back when teletypes were the rule of the day for information delivery.
Some of those machines only had upper case letters making it necessary. Then there is tradition and impact.
Some point out that lowercase letters don’t always convey the importance of the message. Here’s a for instance.
After the battle of Midway in 1942 (a huge American victory) Vice Admiral Herbert F. Leary sent this message to Admiral Chester Nimitz
"ALL HANDS HERE WATCH GRAND SHOW NEAR MIDWAY AND SEND ADMIRING BEST WISHES AND CONGRATULATIONS X KEEP EM SINKING."
Many argue that carries more weight than "keep em sinking."
The change came about after many of the old machines and much of the technology upgraded to newer systems.
A release also points out younger sailors thought the use of upper case was just old fashioned and annoying.