There are scenarios when you want to put a data validation which is case sensitive. Hence you want USA to be entered as USA not as usa or uSA or uSA so on. You just want all capitals. Similarly, sometimes you need only small letters say maverick. Hence, not Maverick, mavericK etc.

For all capitals (upper case) - Use below Data validation formula

=EXACT(A2,UPPER(A2))

For all small (lower case) - Use below Data validation formula

=EXACT(A2,LOWER(A2))