Capacitor on sensor output purpose
It doesn't really create a filter without a resistor (as far as I
  know?)


It probably does because it's likely that the output amplifier will have some output resistance that isn't trivially small. The data sheet tell us two things here: -


Output Resistive Load from VIOUT to GND is 4.7 kΩ minimum
Output Capacitance Load from VIOUT to GND is 10 nF maximum


This fairly convinces me that the output impedance is not insignificant else why have such a high minimum load AND why have such a high limit for output capacitance; most op-amps would probably go unstable with a load capacitance as high as 10 nF so, I expect that there is an internal output resistor.


  What is the purpose of capacitor C2 on Viout?


An extra means of reducing high frequency output noise.