People using Windows (I don't know about Linux) think that Caps lock is Shift lock. Wrong. It's Caps lock. And that's pretty useful.
On OSX French keyboard, Shift-é would give 2, Caps-lock+é gives É. That key gives straight and easy access to uppercase diacriticals: é-É, è-È, à-À, etc. And when "UNTEL ACCUSE" means "some guy accuses", "UNTEL ACCUSÉ" means "some guy accused". It's pretty important.