Axial vs Radial Film Capacitor
Axial leaded capacitors are generally considered obsolete in this day and age -- their ESL is higher than even radial leaded parts.  In other words, if you want high frequency performance, you're best off with a SMT part, with a radial leaded part second by quite a bit, and an axial leaded part a distant third.  

The main reason that T/H resistors are still axial leaded is because their internals don't natively fit well into a radial leaded form factor, at least for small-signal power levels.  This is unlike the wound construction of a film or wet electrolytic cap, which can be made radial leaded just as easily as it can be made axial leaded.