there was an improvement in frequency response and lower distortion replacing the cheap factory caps with one of better and different material construction.
Did you measure the C or look up the ESR and ESL of the caps or just read the value printed on the schematics / old cap?
Did you measure the frequency response, distortion, phase shift, transient response, etc. or just listen?
Does anyone know how the power supply bypass capacitor effects high end frequency response?
Capacitors have properties Capacitance, Equivalent Series Resistance [ERS] and Equivalent Series Inductance [ESL], all of which are frequency dependent. Dielectrics, foils, leads and geometry affect the frequency response of these properties. At some frequency the combination of these properties will make the system self-resonant. Hence a band limited digital system may exhibit different response when fed by a disc system with much higher bandwidth.
Most think the capacitors just filter the DC from the rectifiers. However, current flows in @ 60/120Hz [50/100Hz] and out of the capacitor bank @ DC to many kHz.
Add in additional effects of construction, circuit design, wiring, printed or otherwise, program, level, related equipment, environmental conditions and universality approaches ZERO.
The expectation that the sonic effect in one device will translate to all others is pure fantasy.