Capacitors are interesting components. They serve as frequency dividers, energy storage units, and DC blockers (among other things).
I've written before about my experience so many years ago learning about capacitor bypassing—adding a smaller capacitor in parallel with a bigger one to improve the sound quality of an amp or preamp.
Why is that better and what does it do?
Without getting technical, let me offer instead a simple analogy. A super tweeter. Every tweeter (like every capacitor) has its frequency limitations. Audio signals passing through or as generated by the device go only so high and then they can go no higher. Add a super tweeter (or a small bypass capacitor) in addition to the main tweeter (or capacitor) and suddenly the overall high-frequency response is significantly improved.
We add small high-frequency capable capacitors in parallel with slower bandwidth-limited capacitors for the same reasons we add super tweeters.
More high frequencies.