Capacitors can be part of every filter, hi, low and band-pass filters.
In the tweeter section, yes, they block bass, preventing damage and ensuring the tweeters operate only within the range they were designed for. Operating below this range would not only be dangerous, but also create tremendous distortion.
Having "more" or "brighter" tweeters is not always better. If you wanted to make a mod like that you should reduce series resistance. But that’s not what I am suggesting.
I certainly don’t think the MKP’s will "britghten" them but smooth and warm them up tremendously, as well as give you tons and tons of low level detail.
Focal’s are IMHO also guilty of this sin, and mods to them I have made with Mundorf MKP’s were always worthwhile.
I don't think the Mundorf MKP's are the best by any means, but they are very good, inexpensive, and less objectionable to my ears than some higher end models.
Best,
E