If I recall correctly, Moe is the only regular character in Calvin and Hobbes that has a different typeface used for his speech bubbles. I think this was a clever choice by Bill Watterson to clearly draw a line between Moe’s world and Calvin’s and to further differentiate the contrast between these two characters. Moe is depicted often as unintelligent and for some reason his mixed-case words standing next to everyone else’s ALL CAPS speech bubbles drives home this point even more I think.