Why the need for capacitive loads?
The low impedence of the capacitor at high frequency shunts high-frequency noise to ground.

For example, pickup of radio signals or electromagnetic interference may generate inaudible signals in your hi-fi but do cause the amplifier components to work harder, wasting energy, and risking driving the electronics into saturation. This could be difficult to debug as you can't hear the interference directly but only the side-effect symptoms of it.