I agree with you - to me, uppercase is just SHOUTING.
I let my IDE handle making keywords stand out, via syntax highlighting.
I don't know of a historical reason for it, but by now it's just a subjective preference.
Edit to further make clear my reasoning:
Would you uppercase your keywords in any other modern language? Made up example:
USING (EditForm form = NEW EditForm()) {
IF (form.ShowDialog() == DialogResult.OK) {
IF ( form.EditedThing == null ) {
THROW NEW Exception("No thing!");
}
RETURN form.EditedThing;
} ELSE {
RETURN null;
}
}
Ugh!
Anyway, it's pretty clear from the votes which style is more popular, but I think we all agree that it's just a personal preference.