project gutenberg was born a very long time ago, before word-processors and personal computers... a rumor is that michael used a keypunch machine (it's ok if you're too young to know what that is) to enter a good number of the original e-texts...
computers didn't even have lowercase characters in the early days, so the whole book was capitalized! luckily, before long we got lowercase characters.
but still, "luxuries" like italicized and bold text were not possible, so michael developed a convention where a word that was bold or italics in the original was entered in all-uppercase, to show that emphasis.
because the e-texts are stored as raw ascii text, that convention lives on, to this day, in some files. by this time, however, we need to be able to handle styled text, so your systems must be able to do so.