All caps for forms is quite common in the UK as well, and referred to as 'block capitals' for some reason. I guess the postal thing makes sense in a way, partly to avoid indecipherable handwriting, but also to allow reliable use of automation, although you'd think that just a numerical postcode would be sufficient to get it as close to its destination as needed, and let the humans handle it from there.
The whole postcode thing is another matter: in the UK, your postcode is specific to maybe 3 or 4 houses in a rural area, a couple of blocks of flats perhaps in a city.
Here in Spain, and I think in most countries, it's a whole city district or small town, covering tens of square kilometres and/or thousands of homes.
I don't really understand that. It can't be that hard to set up a system like in the UK, and then you have one single unit of the address in capitals that gets the letter to within a few metres of its destination.
About the only thing Britain does well! Apart from queuing.