So I literally just ran my own experiment because I hate all this theory and supposition in high end audio (cables, caps, blah blah). I just remembered that I have 2 pairs of CDE 940C caps, one pair 2uF and 600V, the other pair 2.2uF and like 850V. I felt the higher voltage pair was more coherent and relaxed sounding. By coherent I mean it kept instruments separated better, that sort of thing. And seemed higher in resolution.
Of course it's impossible to consider this a true DOE as the differences I heard may be due to differences in household voltages, more distortion on the AC grid between the two tests (as the day goes on, you've probably noticed sound quality goes down -- and I don't subscribe to AC line filtration, another joyous "theory" I've tested ad nauseum to no discernable difference on many occasions).