The thing is - all those qualities that allow a capacitor to work well in high frequency / high current applications - is very similar to what one needs in audio. The key specs are low dissipation factor, low dielectric absorption, low esr, low leakage. We are trying to achieve the lowest distortion, noise, and coloration possible for audio. Hence, we often need to resort to the best possible components, even if they were designed for some other application.
The 715P are really good for tube circuits. In the PICCOLO? Well, the voltage rating and size are a bit overkill, but they should work and sound pretty good nevertheless.
jh
