If you've watched the PGA Tour long enough, you may have noticed the PGA Tour refers to itself a little bit differently than the media outlets who cover it and the fans who watch it. When the folks in Ponte Vedra Beach, Fla., write their name, they write it in all capital letters, like this: PGA TOUR.
For those of you who have lived through the creation of the Internet (congratulations, that's you), you probably know that the online custom is to consider an all-caps writing as a suggestion the author is yelling at you. Screaming, even. But that's not what the PGA Tour is doing when they write things in all caps, like, PGA TOUR, THE PLAYERS Championship and THE TOUR Championship.
They write their name and select tournament names with all capital letters because that's their formal name. The PGA Tour's founding company is PGA TOUR, Inc., which was originally based out of suburban Washington, D.C. To this day, the PGA Tour still uses that all-caps look when referring to itself because that's their legal name. That would explain explain why it's THE TOUR Championship. It's the PGA Tour's championship, and their formal name is in all capital letters.
The same nomenclature was made when the Tournament Players Championship was created in the 1970s, meant to be the PGA Tour's crown-jewel, major-like event. The idea was to use all caps there as well, and when the tournament became The Players Championship, the style was used to capitalize THE PLAYERS Championship.