[Scuderia_Turini]

I don't replace them and I suspect that the majority of "tuners" do not. In practice, not having the capacitor will not affect the performance of an analogue car.  
As you probably know these are fitted to suppress electrical "interference" caused by sparking/arc-ing of the motor brushes or the pick-up braids. 
Racers in the 60's may have noticed the interference effect on radios and televisions but these and other domestic devices have become more resilient since then.  
However, manufacturers still fit them so there must be a good reason for that and its worth baring in mind if you start having trouble with Bluetooth or such.