It's common in Japan that English words - especially proper names - written in English are all-capitalized. I doubt Scandal are really doing it on purpose; it's just the normal way Japan writes English names. Japanese has no capital and small letters so for most people, thinking about different cases when they read and write is difficult. It's like a westerner trying to learn *both* katakana and hiragana - wouldn't it be easier if we could just learn one?? I'll bet if we started writing Japanese words in Japanese here, we'd just pick one alphabet. And they (meaning Japan collectively) probably chose to make all-caps the standard for English names rather than all-lowercase because it stands out better.
I actually sell Japanese clothes for a living and all the brands we sell have English (or western) names... I think all but two are all-caps, and those two are going for kind of a European look to their logos, it's actually an intentional style.
So I think you can write it SCANDAL or Scandal, either is ok when you're actually speaking/writing English and not Japanese. If you were writing Japanese, you'd be expected to write SCANDAL, but then you'd be expected to write pretty much all other English in all-caps too. (Look at the info page on their site, for example.) They're not actually intentionally stylizing their name; that's just the way it is for English names in Japan.