One would think in a guitar - with zero DC to block - that would be the least of a problem. As in you could use a leaky cap in that spot, where within a tube amp, it coundnt function correctly, disrupting the bias of the stage that follows.
I bought some piece of test gear at a yard sale. In there was a bumble bee cap; just the right value. Sold it for $50 on ebay - this was years ago, probably at the heyday of players belief that these make a difference. Or someone just wanted the original detail to put the cherry on top and was willing to pay me for it.
I'd replace a ceramic in a passive guitar tone control with a PIO or polyprop "just because" I happen to have them. But what you really want to do is put a buffer in, deal with the 9V battery placement, so as to unload the pickups from anything - that would make more of a difference than a cap type change. Perhaps something like -
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