HDMI for Jetson Nano contradictions in guides
The capacitors are there for signal decoupling and the protection of the Jetson together with the resistors.
For protection, there are many different implementations possible and it may vary. It doesn't mean that one or another is wrong, it's often a question of cost vs effectiveness and may vary on the chip itself, some are designed for having decoupling caps, some are designed for not.
For example, ethernet also has many different implementations, decoupling caps, chokes, no chokes, etc...
If you are developing for the jetson, your best bet is to copy their schematics as it was tested in this configuration.