By having the title in all caps, it becomes more distinct from the other elements and helps establish the visual hierarchy of the page.
A title in all caps also forms a consistent solid line that works better as a graphic element than titles with lowercase letters.
However, because an all caps title does not have the variability that lowercase letters have, the title can be harder to read since it blends together as a rectangle.
So basically you have to choose between legibility and visual balance. I think that all caps titles work best when they are short and that long titles should be in title case (capitalizing the first letter of every major word).