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Likely your interpretation of high notes and overtones on the piano are 3-5kHz. Above that is tinkly sibilant noise like cymbals, and above 10kHz most seasoned citizens can't hear anything anyway. 3-5kHz is where the Morel peaks a little if the cap is too
small large

, so it will sound louder there.
https://www.morelhifi.com/product/cat-378/This could also be where the new tweeter is clashing with the midrange driver if the phase of each are not aligned.
It would distort if it was playing too low, but your 3.9uF cap is not letting it play too low, so that's not the source of distortion. If the mid and tweeter share crossover components like series crossover, etc maybe the mid is distorting.
Tweeter wouldn't distort at high frequency unless playing at extreme high SPL. The Morel specsheet shows maximal flat response with 5.6uF cap. Not knowing anything else about the particulars that is the best place to start. Buy cheap caps to experiment to find the right size. Then you can upgrade them to nicer sounding cap after you settle on the size. You can fine tune the size by parallelling caps together to get values between the available single cap values, but a single cap is close enough.
You say the RS tweeter was nominal 8 ohms, but without a measuring that is just a guess, or a marketing estimation. This Morel is actually 6 ohms. So there could be a difference there also. If the Morel impedance is lower than the RS tweeter, then it will draw more current and play louder. You said the Morel is too loud and the ears rule in the end, so you'll need to attenuate the tweeter with resistors. Use 5-10W metal oxide resistors.
Trial and error design by ear is difficult without some knowledge to interpret what your hearing and to understand what is the actual goal. If you're curious to learn more about crossover design to save some time and money I recommend reading
Loudspeaker Design Cookbook as a good place to start for the basics.
If you just want to throw the dart and if the previous tweeters worked OK with just one cap, then I would try the 5.6uF cap on the Morels, then experiment with L-Pad resistor network to bring down the SPL to taste. "L-Pad" just means 2 resistors, one in series with the tweeter signal and the other in parallel with the tweeter. Together these allow you to finely adjust the overall SPL of the tweeter and the slope of the tweeter response.
Some useful tools to aid the process are SPL meter app for smart phone and test tones of various freqs, can be made for free with WinISD, or Audacity, et al. OR the super easy way is OmniMic, which allows measuring and graphing the frequency responses of midrange and tweeter separately and together, also showing acoustic phase response to make sure they are singing together nicely in the range in which they overlap. Speaker design is a complex artform!
Start a new thread in Enclosures Circle if you want more detailed help with your project.
Rich