Caps are more difficult to read.
This is because all letters have the same height, requiring some additional scrutiny to recognize each word (we read word by word, not letter by letter).
So you can use caps to EMPHASIZE a short heading, but if you use it all along the text your readers might quit reading early because of the additional effort, i.e., slower reading and less retention.
The SHOUTING thing is an internet convention, since long time ago.
It might stem from the fact that hearing somebody shouting is annoying, same as being forced to read all caps text.
As a comics reader, I was never annoyed by the all-caps style that's customary inside the dialog bubbles, and now that you tell it I'm surprised.
I guess that this is so because text is hand-written and thus the top of the text is not as regular as in print.
Also, now I recall having read comics where the text was typed (using a typewriter) and it was not nice, hand-written bubbles were much enjoyable.