You can't set it as a global option but on a per return basis you are able to override the printing case. You can find the option in General > Misc. Info./Direct Deposit > Miscellaneous > Text Style: 1 = mixed case, 2=upper case [Override].

It's about halfway down that page just beneath Parent/Guardian Signing Return of Minor (EF Only). Just enter a value of 2 and all type will be printed in caps.