The situation seems particularly odd since:
1. The Wikidata page, which OSM links to, does not all-capitalize the name
2. Brand names such as Lidl (which is capitalized on e.g. lidl.de as "LIDL") are not all-caps

The NSI database seems like an odd case, because it's *supposed* to be synchronized with Wikidata (https://github.com/osmlab/name-suggestion-index/issues/9345), but as Famlam said the name for Hornbach has been manually changed.