How does this Logic Analyser front end work?
It is likely that the caps are there to compensate for attenuation at high frequencies in the probes (not shown on your diagram). It probably won't be anything to do with the inductance of the probe wires and connecting any wires to the input is of course allowable but doing this will not get the best result - a proper probe needs to be used that has a tuning cap inside it that at the correct position will balance against the caps on your diagram - it's a set-up thing you do when measuring signals on oscilloscopes and similar.

Neither is it a band-limiting filter - the resistor in parallel is in fact the main natural component for the signal to go thru - the cap, as I said earlier adds a bit of high frequency compensation.