>It infuriates me to no end that Microsoft does not accept that letters in caps keep their accents.

That behaviour is actually locale-dependant in Microsoft apps. Setting Microsoft Word to "French (Canada)" uses accented capitals, while "French (France)" does not.

I imagine there's a lively internal debate about the latter. France's Académie Française actually says the behaviour you'd prefer is the proper one, but the local typographic culture is heavily influenced by a history of typewriter use where such accents weren't available.