Why do some users complete forms all in capital letters?

I have noticed what seems to me as rather strange user behaviour when completing web forms. Our system is used by solicitors and will-writers to submit client information. Sometimes, certain users use all capital letters for entries like the client's name and address. As these values are subsequently used to write to those clients, it can result in rather ugly and unprofessional letters being produced.

I realise we could sanitise this input and proper case the data entered but I fear that way could lead to much wider problems.

So, does anyone know where this behaviour comes from in the first place? What would be the best way to politely tell the user to enter data in the correct case? Should we pop up a warning if it's all in upper case?

In the end I decided that if I detect more than 50% capitals I replace the normal save / cancel buttons with a message with an example of how it will look in a letter and a I am happy with that and I want to change it options. I could have asked the user for alternatives, but it seemed to fit the form better to just add these options. Swapping the buttons out also looked good but this was made easier / smoother as the form uses backbonejs model events so it's super quick and dosent look jarring.