Parallel caps work (when they work) because caps in real life have series inductance and resistance.
Non-inductive, low temperature coefficient resistors are pretty close to ideal resistors.
Now if you had some high temp coefficient resistors.... then I could see maybe a compensating parallel resistor... but heavens why? Just get a better resistor.
Another thing is resistors are cheap and small vs. caps. The expense of top of the line copper caps + their sheer physical size at large uF values makes a parallel cap save on money and space. No such reasons for resistors.