Good point! According to the data sheet, the HLMP forward resistance is about 15 ohms. At 20Hz the equivalent Xc would require a capacitor of 531uF.
Xc = 1/(2*pi*f*C)
I am not a audio equipment designer, but to get an appreciable difference (1.5 ohm vs 15), assuming a capacitor and diode in parallel, you would need a 6000uf capacitor.
Probably not worth doing. Just for fun I plotted the impedance of the capacitor and diode in parallel over frequency using a 220uf mini electrolytic capacitor. You will only see an improvement at 500hz and above, but you will also introduce phase delays in the current. I probably will be ruled by Bottlehead wisdom and not even try this.