No. It all comes down to company standards and/or personal preference.

As a former co-worker once stated, Standards are great and every one has one.

If SQL Server required all UPPER CASE keywords, then I would use them, as would every one else. SQL doesn't care, regardless of collation how the keywords are typed. It only cares abut case with regard to object names when the collation is case sensitive, as then A a.

Even when using a case-insensitive collation, I chose to type object names in the appropriate case. You will always see my code using all lower case characters when referencing system objects, such as sys.objects. If a case insensitive database has a object name such as dbo.ThisIsMyTable, that is exactly how I will type it even though dbo.thisismytable and dbo.THISISMYTABLE would also work. That is my preference. I just find it easier to read.