It doesn't stop at 'name endianness'. It's probably less confusing, in print at least, to use the convention of all-capping the surname while leaving the full name in its native order. I imagine such a convention would be especially handy when trying to wrangle elaborate names carrying a whole syntax tree laden with titles, adjective phrases, and prepositional phrases, leaving the surname somewhere in the middle. Such names tend to be found in Europe and the Middle East at least.
The downside to smashing case is that it loses information, such as whether 'VON FOO' is properly cased as 'von Foo' or 'Von Foo'. Where possible it's probably better to use an inline tag or something, but plain text doesn't leave room for such niceties.