Gain lower when adding a capacitor
I don't think it (the increased gain at low frequencies) has anything to do with the 100uF capacitor. 

With such a high feedback resistor (almost 11K), the bandwidth of the current-mode amplifier will be rather low, and you're starting to see it tail off at 1MHz compared to 100kHz (-0.6dB down). The graph below shows the gain-of-100 bandwidth, but should give you an idea where you'd see a small change with a gain of ~11.