Caps for envvars is not a cosmetic convention, it's a style convention to indicate if a variable was sourced from the shell/parent/sourced file vs an internal definition.
Caps for constants is a long standing convention in many style guides and standard libraries.
You appear to be referring to shell scripts. I do not have an opinion on shell script capitalization. However, my opinion on capital keywords in SQL is that it is a relic of an older time when it was used to help visual parsing of the query.
Going further I’m of the opinion that color syntax highlighting does that job far better thus rendering the capital convention obsolete.
Note: you may have a different opinion than me and if you do the laws of the code formatting holy war demand that I assert that you’d be wrong.
More seriously color syntax highlighting works far better than capitalizing almost everything in sight. I’d recommend dropping the caps convention.