I have an NX-Studio kit as well and the crossovers are just getting finished up. They are "modular", so I can swap parts in and out... which is handy for what you're asking about.
Those caps are being used as "bypass caps"... the leads of those piggyback caps attached to the input / output leads of the cap they are being used in "bypass" function for. They are normally 0.1uF in value, but some use other values. As I understand it, the thinking is that they help the larger cap RELEASE its energy faster... more dynamic. It's also thought they can help with tone, and as such - many pick that bypass cap function for a really high end cap... like a copper foil cap. That's what that Miflex cap is. So, you can use a high quality cap and then bypass it with a copper foil cap to get some copper foil magic. To use an actual copper foil cap in the normal value needed can be extremely expensive... $500 to $1,000+ PER CAP. Popular options are the Duelund CAST PIO Copper Foil cap, and Duelund JDM copper foil cap, both in 0.1uF. I have several of the CAST PIO and have used the JDM as well. I also have some of those JB cap JPX. Visual examples are below and you will find many others in .1uF.
Note: Miflex is going thru bankruptcy reorg and may or may not continue as a going concern, so you'll see more limited values available.
It's recommended to use bypass caps on caps that really can impact the sound, rather than caps in a notch filter, for instance. For your Studio crossovers, you would need 4 "bypass caps" for the pair of crossovers - 1 bypass cap for each of the caps in the crossovers.
Are you planning to put the crossovers inside the cabinets? If not, what many do (I do) is clip the bypass caps in with copper alligator clips, so they can be swapped in / out, try different bypass caps, etc.
If you don't want to play with caps and want it permanent, I would order 4 of either below and be done with it. I have heard each of these used in bypass on 2 separate sets of crossovers for my Wilson Duette (1 set for me, one set for a friend / owner). I heard both sets of crossovers from brand new to "broken in". I gave him his pair of crossovers broken in then start fresh again with the same crossovers / parts on the same speaker. THAT was an education. Capacitor break in is very real, and I regretted giving him those burned in crossovers. And then, things just kept getting better until "the magic is back". It's visceral. In fact, I'm so "happy" that I will attempt to fix what isn't broken by building another set of crossovers with even "higher end" parts - but the Duette speakers are very unique and are a keeper.
I can't prove that the bypass caps work, but I have the best sound I've ever had, so I'm not altering course for the "bypass cap" question. Some use bypass caps, some don't. As for me, I'm a Duelund Man, and the answer is "Absolutely".