How strong a rule is this? Or is it regional?

http://buscon.rae.es/dpd/srv/search?id=BapzSnotjD6n0vZiTp is from the Diccionario panhispánico de dudas, 2005. It shows several examples of accented capital letters, like LA NACIÓN in the headline of a newspaper, and the phrase "ESTÁ PROHIBIDO FUMAR DENTRO DE LAS DEPENDENCIAS DE LA EMPRESA."

That said, La Nación itself doesn't use accents when capitalized. On the other hand, you can see "EL PAÍS" several times at https://elpais.com/ . On the third hand, the El País in Uruguay doesn't use the accent http://www.elpais.com.uy/ . But it does uses ALCANZÓ in a headline http://a2010.kiosko.net/02/06/uy/uy_elpais.750.jpg .

http://procedimientospolicialesargentina.blogspot.de/2016/04... has an interesting mix with the blog title "DIA DE LA POLICIA DE LA NACION ARGENTINA" and a poster image saying "DIÁ NACIONAL DEL POLICÍA".

The reason it's similar is because it's not a rule. It's just sometimes left off.

My apology, I misinterpreted "will not accent" as implying some sort of rule.

Isn’t that just historically due to a lack of space on the line when typesetting?

Yes it is. For some reason many people strongly believe that the Royal Academy (which oversees the language) forbids the use of accents on capital letters, even when it explicitly claims that this has never been the case:

http://www.rae.es/consultas/tilde-en-las-mayusculas

French, or, if you will, FRANCAIS (note the lack of cedilla) is the same.

The rule is to write Ç with cedilla even when capitalized, but from what I gather French keyboards make it inconvenient, so people often neglect it. On the other hand, it is true that there are no above-letter accents for capitals (in France; Quebec uses them).

French keyboards indeed have diacritics available, such as é, è, à, ç, etc. but shift+those keys is another character.

On top of that, at least on Windows (I'm not sure about Mac), the caps lock key is not a caps lock, but a shift lock. Which means it doesn't capitalize characters, but does the same as pressing shift+key.

Funnily enough, in other French locales (IIRC at least Belgium), the caps lock key on Windows is a caps lock key.