The NYT respects acronyms, but only up to four characters:
Why Nascar, Not NASCAR?
Auto racing fans chafe at our rules on acronyms. Here they are, from our stylebook:
acronyms. An acronym is a word formed from the first letter (or letters) of each word in a series: NATO from North Atlantic Treaty Organization; radar from radio detection and ranging. (Unless pronounced as a word, an abbreviation is not an acronym.) When an acronym serves as a proper name and exceeds four letters, capitalize only the first letter: Unesco; Unicef.
We limit the uppercasing to four letters because longer strings of capitals are distracting and tend to jump off the page.
Or at least, that used to be the rule. I can't find anything newer about their style on their site, but here's a recent article (not published under the Athletic either) that uses "NASCAR":
"That certainly explains it" and it refers to the literal style guide.
Buddy, you don't need to hand it to the top-level comment here. I am giving you permission to disagree with the style while admitting that the comment is bad. Be free.