There are many different reasons. Very often it's an older
script using an outdated style. Sometimes it's a new writer
who doesn't understand the proper use of caps. Sometimes
established writers continue to use a shooting script style.
As a reader I don't like caps. I don't like my eye to be STOPPED
by everything a WRITER thinks is IMPORTANT. I just like to
read the story.
The only time caps are used is when a character is first introduced.