As Dgaylin mentioned, Cardas does make real shorting caps and they do work. I was getting some cross talk from my VTL pre and put the shorting caps in my unused inputs & that solved the problem
The caps you usually see simply keep the jacks clean & they come in both RCA & XLR, as well as other configurations.
If you google "rca shorting caps" you'll find a lot of info, including DIY on the cheap. The only thing I would say is to make sure the manuf. says that it's ok to use on your gear.