Countries, companies, religions; hell, planets and galaxies–none of these are sapient. Yet we capitalise them.
I'll go out into the deep end for a second with a hypothesis: I think we capitalise because it makes printed text easier to scan. The words you need to spend more time on are capitalised because they aren't ones you can just roll through. This is also why the nutter affect of capitalising random words is so distracting–it drives attention to non-standard words that are, with minimum thought, being used perfectly standardly.