It sounds better, not louder IME.
The multi parallel cap reveals more detail than the single cap, however without becoming a "detailed" cap like for instance some of the very high cost polypropylene's or the TFT V-Cap. Its sound can in particular be characterized as more natural.
This might be the result of the multi-parallel cap having a more benign resonance character, is less noisy. But if so I don't know which factor is responsible for this: other resonance frequency spectrum, smaller amplitude resonance, even lower resistance/inductance and/or something else...
The bad results with different caps used in a multi parallel cap might indicate that the resonance frequency as a result of the 1) tightness of the winding (probably a relative constant value for a line of caps produced by a manufacturer, so more or less equal with small and bigger caps of that line) and/or 2) the type of the foil is big.
I've read about low value caps having another time behaviour than high value caps and something about different memory-effect. This would result in bad sound when small and big values are combined in a multiple parallel cap. Maybe, but I haven't experienced it. No doubt there will be a (slightly) different time behaviour, but maybe the advantages of the multiple cap are big enough to compensate for this. And of course in order to prevent this one can build the multiple parallel cap up with caps of one single value, like you for instance will do with the 8 x 25 uF.
Frederik of Duelund put some attention to the multi parallel cap having more soldering joints than a single cap. I don't believe this has anything to do with it. First it is a parallel cap and not a series cap, further I know how bad soldering joints in a speaker xover sound like and it is far from natural/detailed. As I wrote earlier I once noticed a xover built by a professional manufacturer with multiple parallel VSF Duelunds. No doubt the effects I've noticed with the Obbligato's will be relevant for the Duelunds as well. Though the Duelunds will have a high dampened character by nature, reducing the resonance even further by multiple parallel caps might be rewarding with Duelunds as well.