I am in the middle of crossover capacitor testing (several brands, values etc.) I would call myself decidedly neutral, although leaning toward the objectivist camp. I am very aware of the potential abuse of pseudo phenomenon for marketing purposes.
Having said that, without a shadow of doubt to these ears, I heard a distinct change in sound within the first 40 hours of listening to new MPP caps from Mundorf (the cheaper white M-caps) after replacing original 40 year old caps.
When I first installed them, they were very closed in, almost muted, with a decided scoop in the mids. A day and a half later, they had opened up considerably with ample mid range. I do not pretend to yet understand the mechanism behind this phenomenon, but it was so obvious I had to instantly rule out psychoacoustic masking. I am relatively new to mid/high end audio, but I have decades of keen listening experience as a musician. I have also been very careful all along about protecting my ears with hearing protection.
A friend suggested that I might have been hearing increased driver compliance from running the speakers continually for a long time. This was a reasonable possibility, but since replacing the caps, I have let the speakers rest for as much as a week, and gone back to hear the same open sound that was painfully absent those first few hours.
The phenomenon can be better tested, and I do plan to corroborate my experience with even better methods. One need only secure two matched sets of crossover capacitors, let one set burn in for sufficient time, and then switch with the brand new ones. I have already modified my crossovers so that I can switch caps quickly without solder for repeatable quick change tests.
It seems possible if not likely that crossover capacitor break in is a continuum, meaning that a range of results are possible, from no break in with certain caps and certain gear, through to more obvious changes for yet other capacitors and gear.