Differential RC filter
The answer is "it depends". If you expect a lot of common mode noise, you want to filter the common mode noise, so the capacitors to ground are useful. 

However, if you use just capacitors to ground, any mismatch in the RC values between the inputs will lead to a degradation of CMRR (common mode rejection ratio) near the cutoff frequency. 

Hence, using a differential capacitor 10x the size of the common mode filter capacitors means that is less of an issue.