Yes there is a tradition of not using accents on capitals in France, but now it's considered that you should use them, because now on computers, you can easily find special characters such as capitals with accents.
So the correct usage would be to use accents, but most people don't, and there are still people who think the rule is to not use them, which is untrue.
Hope this helps.
When you say they're easily found on computers, can you point me in the right direction? I have a AZERTY keyboard, a computer bought in France, but no keys so marked. For this reason I have assumed it was okay not to use accents on capitals, but agree they make it easier to understand.