No, audio signals do not run through the filter caps. But … somehow the choice of filter caps affects the audio quality, I can not quantify how or why through equations but can hear it clearly. I think construction, material used, dimensions, all play a role. For example take Nichicon KZ series, they exaggerate the sound in a very attractive way, but use too many of them in the circuit and you’ll end up with a rather wild and edgy sound, this from personal experience. I’ll give low impedance caps a try one of these days and at some point will report back. For now, my go to caps are Toshin UTSJ audio caps, Yamaha of caps … I think they’re pretty low impedance as well.
Whether or not a listener would be able to tell if you used a low impedance cap in the signal path, totally depends on the listener. If you know what to listen for or have the right instrument sounds to test with (piano or violin), it’s not so hard to tell.