Why do military orders, etc. use all CAPS lock if it's so hard to read?

I think it's because most people are in disbelief. All caps helps it sink in faster.

After spending a few years in the Pentagon years ago, I remember the reason is because of the system capability...having all capital letters (26 characters) used less letters than upper and lower case (52 characters).

Interestingly enough, in April 2013 the U.S. Navy began a change away from an allcaps-based messaging system, which was begun with 1850s-era teletypes that had only uppercase letters.  The switch to mixed-case communications was estimated to save the Navy $20 million a year and get it caught up with current Internet protocol.

http://www.cnn.com/2013/06/13/us/navy-all-caps/index.html