The further you go back into history, the more capitalisation you can find, both in the case of full words and with initials. Surnames are just one example…London newspapers fifty years ago would talk about the CHANCELLOR OF THE EXCHEQUOR, and ‘The Queen’ rather than ‘the Queen’. In comparison, ‘the prime minister’ doesn’t get any capitals nowadays in many style guides. Go further back, and you’ll find capitals used for initials of proper nouns, etc.
Also, acronyms lose their capitals once they become familiar - ‘AIDS’ is now ‘Aids’ in most writing, and ‘radar’ made the full progression from capitals to lower case in a few decades.
So I don’t think what the OP is finidng is something particular to surnames, but an example of a more general phenomenon.