It's case insensitive, you can use lowercase if you like. The reason the UPPERCASE persists is frankly because most people like it that way. Or maybe I'm wrong about that and we're one preference cascade away from a major flip in public opinion. But personally, I rebelled against the UPPERCASE when I was first learning it, but I've since come to find the UPPERCASE to be quite comforting. I think it has a pleasing aesthetic quality, and I find it helps make large chunks of SQL less intimidating to read.
I think the main reason these days is that there's still a fair bit of SQL embedded in other languages, usually as string literals with placeholders. And then it provides a way to visually distinguish it from "normal" string literals.