Role of Capacitors with additional power regulator
I would guess that if the output of the 3.3V regulator is adequately bypassed that it could well appear to function without the capacitor (definitely follow the recommendations of the 3.3V regulator- a 7805 is a not a low impedance source at high frequencies).

Even if it seems to work and you think the datasheet does not prescribe a value, I would still recommend putting capacitor in there - something like a 1uF ceramic capacitor takes almost no space and costs next to nothing (less than a penny). There may be subtle (or not so subtle) instability effects that only manifest during rapid changes in load or at temperature extremes or with some instances of parts vs others and a simple test regime may not identify the latent issues. It may also reduce unintentional emissions by reducing the effective loop area.