Its just considered to be rude on a forum, plus its really hard to read.
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When only typing you have only so many ways to show personality or emotion online. Yeah some people use a ton of winks and smiles and stupid dancing things. In general when conversing on a forum ALL CAPS can be something that is no biggie to some but to others it will make you look like a troll or attention whore on the forum. You would not want to read a book or even a magazine article in ALL CAPS it would be annoying and would also look like the editor did not do their job.
Either way there is a plug-in that works most of the time to auto-correct this issue.