I think the reason people normally do not insert fully capitlized words is that if you scream too much into other people's faces, they are likely to be put off and not click your ad. Take Google Adwords as an example: Google does not allow you to use EXCESSIVE CAPITALIZATION. And Google Adwords is really focussed on getting good CTRs (as they make money based on the clicks they get), and Google does a lot of testing, so I am quite sure that they also have tested this. Also, in general style guides, it is normally advised to refrain from excessive capitalization, as it distracts the reader and makes the text less readable.