Let's put it this way, low ESR is something that becomes a factor in switching power supplies where the capacitor actually starts to dissipate heat, thus a low esr cap will run cooler.
It can't hurt to do the bypassing.
Well, the big boys do it with their high-dollar amps, so I do too. I'm not one to question the reasoning of Nelson Pass and John Curl, so in some aspects of technology I simply follow their lead (smallish film cap in parallel with the big electro).
http://audiokarma.org/forums/index.php?threads/bypass-caps-on-main-filter-caps.609632/