Why don't upper case numbers exist?
Capital letters add a lot to text in various ways, for names, brands, emphasis (although capitalisation for emphasis is frowned upon)
Why then, are there no upper case numbers?
They do. The thing is, you probably don't realise, because upper case numbers have been all you've been using or seeing.
There is a distinction between 'default' numbers and 'oldstyle' numbers. The default numbers we all know are the actual capitals, with the 'oldstyle' numbers (sometimes incorrectly called 'proportional numbers') are lowercase.
Fonts tend to default to one style or another. Most font files allow you to change default numbers into oldstyle ones by turning them into 'small caps', but you can also select them from the Glyphs palette (Shift+Alt+F11 in InDesign).
Don't confuse 'default' vs. 'oldstyle' with 'tabular' vs. 'proportional', that's a distinction in how the numbers are lined out horizontally.
This article outlines the difference between the kinds of numbers, and also gives some tips on how to achieve the different looks in InDesign.
While upper case numbers do exist, as is shown in vincents answer. They did not originally exist at all. Remember our numbers are copied from the Muslim scientists, who wrote in Arabic.*
Arabic is unicase, that is all letters are same case. So the notion of big and small numbers is a later development. Since the original system had no case so did the adopted system.
It might be worth noting that the roman numeral system also did not have small letters or numbers. This was a later development to make writing easier. Uppercase letters were designed for stuff like engraving. Since the numbers were copied from a system that was meant to be written with a pen there was no pressure for change. You can see this from the fact that upper and lowercase numbers are the same with just different height characteristics.
* Some people want to point out that the numbers came from India. True the Arabs borrowed the idea form the Persians who borrowed them from India. Most notably the Zero was invented in India which makes the system work. Despite this the modern numerals were a rehash on this idea and the modern form was developed in northern Africa and are distinct from the eastern numerals. Since Europeans copied them, as is, without modification it can be said they swiped the design from the western Muslims.