I did not know about this mounting method. Probably it’s a way to improve passive cooling capabilities?
… I’m sorry to say that was a joke, because well, capacitors like to go boom (MLCCs as in here not so much, but still).
What I do know though is that these MLCCs often dramatically change their actual capacitance with temperature, so maybe this is a sort of “temperature isolation” to keep the capacitor more stable? Honestly, no idea though.