Similar to how Spanish will not accent capital letters. The México passport for example says MEXICO on the front.
http://buscon.rae.es/dpd/srv/search?id=BapzSnotjD6n0vZiTp is from the Diccionario panhispánico de dudas, 2005. It shows several examples of accented capital letters, like LA NACIÓN in the headline of a newspaper, and the phrase "ESTÁ PROHIBIDO FUMAR DENTRO DE LAS DEPENDENCIAS DE LA EMPRESA."
That said, La Nación itself doesn't use accents when capitalized. On the other hand, you can see "EL PAÍS" several times at https://elpais.com/ . On the third hand, the El País in Uruguay doesn't use the accent http://www.elpais.com.uy/ . But it does uses ALCANZÓ in a headline http://a2010.kiosko.net/02/06/uy/uy_elpais.750.jpg .
http://procedimientospolicialesargentina.blogspot.de/2016/04... has an interesting mix with the blog title "DIA DE LA POLICIA DE LA NACION ARGENTINA" and a poster image saying "DIÁ NACIONAL DEL POLICÍA".
On top of that, at least on Windows (I'm not sure about Mac), the caps lock key is not a caps lock, but a shift lock. Which means it doesn't capitalize characters, but does the same as pressing shift+key.
Funnily enough, in other French locales (IIRC at least Belgium), the caps lock key on Windows is a caps lock key.