There are two reasons why legal documents have sections in all caps. The first is that some state laws are very specific on having a certain font size (usually no smaller than...) and some method of calling attention to a particular legal passage that has some special significance. Usually it has to do with waiving of some legal right, such as a right to a jury trial.
The second reason is that it helps to focus the reader on certain terms, such as the material terms of a contract or license. That way it is harder for someone to say they didn't see that part.
It is for these same reasons that you might have to initial certain sections of a legal document.