Bypassing Caps - what is it really about?

Oh come on. Do you think with million dollar development budgets that we never listened to anything? 

I'm 100% sure that you are sure there was nothing to be heard. 

When you lack experience, you may be able to convince yourself with $40 in parts and a weekend that bypassing a capacitor that is ideal up to nearly a MHz provides some bene

When you lack an open mind you may be able to convince yourself your measurements and models are always adequate.

Takes an open mind and discerning ear to realize when one or the other has fallen short, and this topic is impossible to argue online.  That's why I make suggestions to audiogoners to experiment inexpensively and come to their own conclusions.  Or they can listen to you stroke your beard and tell us nothing is left to be learned.

. For crossovers, this bypassing of a large capacitor with a small one, from what I have read, often very small, sounds like an urban myth that became real.

That's your problem right there.  Research without experience.  $40 in parts and a weekend is worth more than all of the Internet.

noromance has it more or less. Bypassing caps has it's basis in good EE design, especially older but also best bang for the buck designs. 

Think of actual caps as a series of parts:

--> Capacitor --> Inductor --> Resistor ---> 

As the frequency goes up the cap no longer acts like a perfect cap and the inductance becomes a problem.  By bypassing this with the appropriate values of smaller, higher quality caps you can get maximum value for your money.  Imagine a situation when you need 100uF.  The cheapest option may be an electrolytic but may become inductive too soon.  So you buy a 100uF and bypass it with something pricier (per uF) but smaller, like a 2uF film or tantalum cap to overcome the internal inductance. 

The reality of audio gear however is complicated.  Sometimes a good bypass cap can help, sometimes it does nothing.  I like Clarity CMR caps a great deal, but at values larger than 4uF or so they do audibly benefit from a small bypass cap.  Below this value I've not found a bypass cap to help at all.  

I suggest you get a pair of Audyn TruCopper 0.1 uF film caps and experiment for yourself.  The argument of the value of bypassing or not is not ever going to be solved in an online forum. :)