It has been like this for a while when you search brands or search some old or newly built web sites on Yahoo, you only get results with some keyword in the titles and titles are shown in lower case and never in capital cases.

Reasons so far:
One of the reason can be the name of the brand
Another reason can be all anchor text coming from images or in textual links is shown as in lower case.
Third reason for seeing those lower case in yahoo can be due to some disconnectivity between what you submit in the past to yahoo directory and is still yahoo data centers.