Does removing the plastic covers on caps help?

I recently had some caps installed in my SS amp by a professional audio equipment modifier. When I asked him what else I could do to improve the sound, he told me that an old tweaker secret was to remove the plastic wrapping on all capacitors. He said there was a dielectric effect similar to that found in cables, and that removing the plastic usually resulted in more "air"

Since it costs nothing, I'm certainly willing to give it a try, but just wondered if anybody else has heard of this or has firsthand experience with this sinple technique.