The writer and editor of this excerpt from Yahoo! Style probably think they know when to capitalize a word:
In this case, they would be wrong. When referring to the United States, States is a proper noun. (So, if you live in Australia and want to visit three states, you have to travel to the States.) They probably also think they know the title of that TV show called “So You Think You Can Dance.” They’re almost right: There is no question mark in the title.