Why do I hate when people use CAPS to express yelling in a story?
Because you're being ridiculous, bold is for emphasis and an exclamation adds energy to what you're saying. Saying
"Why did you do that!" is like someone's voice being raised in protest, above talking level but not to the point that they're yelling, unless of course there is some sort of context in a specific scenario that implies otherwise.
Often when you start a sentence, the very first part of the first word sounds louder and more pronounced than the rest of a sentence, hence why the first letter is a capital letter and why the names of some things and people also start with a capital, to make it stand out from the rest of what you are saying.
So using a capital letter automatically implies loudness and emphasis by default, using nothing but capitals naturally follows on to become text that is communicating shouting/yelling by TYPING LIKE THIS! DO YOU UNDERSTAND!?
Or at least that's what I assumed.