I'm not sure it's even a filter cap. It may be a regular capacitor. When you're going forward, the power is split between the motor and the capacitor. The capacitor is then being charged, taking some of the power being fed from the circuit board away....kinda acting like some sorta resistor or something. Maybe when you remove the capacitor, the full power can reach the motor, enhancing acceleration and speed....
this is based on some stuff from Mini-Z and Xmod science...there's a cap on the Xmod motor, some people say that they have removed it and the power increased....And for Mini-Z's, PN racing makes a 5.5 volt 4700 uf capacitor that you can install on the batteries, as long as you match the + and - polarities (VERY IMPORTANT! IF YOU GET THE CONNECTIONS WRONG, THEN YOU COULD DAMAGE THE CAPACITOR!!!), and when you turn the car on, the batteries charge the capacitor, and when you gun the throttle, the capacitor would dump all of the voltage into the system, enhancing acceleration. I'm thinking that maybe the capacitors on the Mini-Z/Xmod motors act like batteries and take some charging when current is applied to the motor terminals. if you remove them, then the motor is faster because there's no capacitor to split the power with, but range may decrease...I dunno why.
So, if the "filter" cap is there on an SE, it could possibly be taking some power away from the current given from the PCB. When you remove it, the car could go faster....
I really don't know what's going on here, this is just a theory, there's probably a 99% chance I'm spouting BS now (heh, I'm kinda famous around here for that
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Chuckster...