There's much debate about this, I have no doubt. I have thought about it and Kegger's logic does make sense although I have no idea if it can be supported in testing.
I was testing some 40uf @ 450v caps last night and was really surprised to see how much the capacitance changed with frequency and how differently two different brands behaved. A Sprague Atom tested about 38.6uf @ 120Hz, but only 28.1uf @ 1KHz. I then tested a "Tung" branded cap of identical ratings, but physically less than half the size, and it measured 39.6uf @ 120Hz and 37.8uf @ 1KHz. In their intended application of filtering 120Hz B+ ripple, it seems likely they will perform the same, but if these two caps were in an audio circuit (directly passing the audio signal), I don't see how they could not perform differently and therefore also "sound" different. I didn't test for it, but I would be willing to bet that the inductance and series resistance measures significantly different between these two brands at different frequencies as well.
The argument against bypassing is that when you split the audio path between the two mismatched capacitors and then rejoin them, there's a possibility of "smearing" the signal. I guess that would be a timing/phase mismatch issue, it that's possible.
I'd say just try it and see if you can hear or measure any difference. It can't hurt anything!