Indian devanagari and it's derivatives, Middle Eastern scripts (Arabic and derivatives, Hebrew, Aramaic) and European scripts (Latin, Greek, Armenian, Georgian and Cyrillic) share a common ancestor in Fenician script.
However, only European scripts use capital letters. With few exceptions, capitalisation is also very consistent along scripts and languages (proper names and beginning of a sentence).
How did capital letters arise from a script that didn't have them and why didn't the practise extend to the other Fenician-derived scripts?
There are some previous answers about the development of majuscule/minuscule in Latin scripts...they're rather old in AH terms but they're still good:
An answer about Roman cursive by u/Astrogator
and When did lower case letters appear in the Roman alphabet? by u/jabask and a few other contributors
Greek also developed a majuscule/minuscule distinction around the same time for similar reasons.