Back when lipos were not as high of a C rating as they are now, ripple current was a prob for escs - caps were added to help esc deal with ripple current. I was running a Quark 125b back then and added caps to the power wires right at the board before I ever run it - it was a common mod.

It also is supposed to lower esc temps. Now, these caps seem more intended more to dampen voltage spikes that cause rcvr brown outs than to help the esc. I run one in my Emaxx and am not real sure it makes a lot of diff.