>>Perhaps the menus are designed for the hard of hearing? (i.e. according to usual "netiquette," ALL-CAPS are equivalent to yelling)
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>The ALL-CAPS menus also pop up in VS2012 - There's a workaround modifying the registry

Which means they are mixed case somewhere, and then someone decided (probably a team of the same size as in the legendary shutdown button project for the Vista) that it should be displayed in uppercase.

As usual, Microsoft makes one more unnecessary option that nobody ever asked for, makes it near impossible to change (or to find how and where to change it), and selects the wrong default. And since 99% of the people won't even know that it can be changed, that's what you'll be seeing just about everywhere.