Ship names display in game with upper-case but are stored in the case you enter them. Yes, even though the ship and carrier names appear in all caps during entry and on the ship hull and interface where it is displayed.
If you don't let the all caps display get to you and type it the way you want it displayed it will appear that way in EDMC and third party websites. I know because my carrier, Sleipnir and my ships are all done this way to preserve readability outside the game.
Frontier displays ship names in caps because it is easier to ensure readability for more people. In fact you can see this in the use of caps across almost all interface elemennnts.