The 10uF film capacitors we use behave like near ideal capacitors almost to 1MHz. Bypassing that capacitor with a smaller one is not going to have any benefit.
I am not an electronics expert, but I know speakers well. For crossovers, this bypassing of a large capacitor with a small one, from what I have read, often very small, sounds like an urban myth that became real.
The effect of a capacitor in a crossover is related to its impedance at the frequencies you need it to work. Others have mentioned the capacitive element and inherent resistance and inductance. A 0.1uF capacitor is going to have lower inductance than a 10uF capacitor, but the resistance may be high, and at the same frequency, the effective of capacitance is 1/100. That 0.1uF capacitor is not going to fix any perceived issue with the 10uF capacitor. Maybe a 1uF and a 10uF, but then you have a much different capacitor and perhaps a 10% change in crossover frequency. Maybe if you are using first order crossovers, bypassing an electrolytic with a film capacitor if the film capacitor is a significant portion of the electrolytics values could be beneficial in a shunt location, by preventing frequencies at say 10x the crossover frequency. I am clutching at falling straws at this point.
Maybe in an amplifier or pre-amp bypassing an electrolytic audio coupling capacitor with a small film capacitor will have a benefit over the full frequency range, but I will leave that answer to the EEs.