To say it's all caps is a bit misleading... because for some comic fonts, the letters are generally uppercase-appearing letters, BUT the letters ARE actually, technically, lowercase.
Sometimes there are differences between the uppercase and lowercase sets. It becomes extremely important when using the letter I (uppercase i, not L) which is of course an important letter in English.
So when you type out the dialogue, it should actually be typed out like your regular typing with a mix of upper/lower case and NOT all uppercase.
If you type it out in all caps, every I will have the stems on it and it would look terrible in the middle of words. I would say this is a rule that shouldn't be broken.
I don't think there's a rule that says you have to use all uppercase letters, though it is definitely tradition and what people are most used to. Much like how using a standard serif or sans serif font would look out of place. We just don't do it right? And when you see a comic that uses one, it doesn't usually fit or it looks amateurish, doesn't it?
So you can use other options for sure, but I think you should make sure it works with your art style and comic and don't just use it for the sake of using it.