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Those capacitors were placed where 'switch noise', alternator pulses, and ignition RFI would interfere with the output sound of the radio. They are actually used as pop/noise filters in DC power circuits.
Most (if not all) of those original capacitors have long since lost their ability to filter electrical noise. But, you want to keep them there for 'posterity' . Or, if you have installed a more modern radio/head-unit in your car, you can ditch them altogether, if you want.