Yes, it can make a sonic difference/sound, depending on the quality of the cap and quality of the components.

A low value capacitor, say 0.05uf is generallly more critical in respect to the outer foil vs a higher value cap, say 2.0uf. The outer foil should be to the lower Z for sure if the cap is small.

Good shielding and design will minimize or eliminate noise, interference problems to begin with.

Take care.
Steve