Haven't come across that as I almost never write in capital letters as that was one of the fundamental teachings from my teaching lessons, although it was mainly for the benefit of those with learning difficulties especially dyslexia.  Those who suffer from dyslexia find increased difficulty with words in capitals as some of them use the shape of words to aid their 'reading' and obviously, there is less shape in words all in capitals. Perhaps that too could explain any increased difficulty with learners to a totally new alphabet let alone a language.

I know one of the things that makes my learning Chinese more difficult is the LACK of capitals, differentiating between a new word I need to learn and a name in the story is, for me, impossible at the moment and I waste hours searching for characters I think I need for the reading only to find out it is a name.

  Chinese don't use capitals when writing in pinyin, except for family names or such like. Otherwise in their study of English they never come across anything written only in capitals, so they're not used to reading in such a way. The brain gets used to blocks of information, like that thing where you can read a word if the first and last letters are in the right place, even if the middle stuff is jumbled, so capitals are easily recognized in such a way but when the rules are changed and 'everything' is capitalized, it slows down the comprehension process.