I have one guitar with, and one guitar without a capacitor on the volume...
I didn't know this when I first bought the guitars, but I always liked the one with capacitor better when I rolled the volume down... it could clean up even the dirtiest of sounds, and give a very dynamic or even funky clean sound, where the other guitar would be quite muddy and not too defined.
I'm now considering putting it in the other guitar aswell.
So well, unless you don't like how your sound cleans up when you back off the volume, I suggest you keep it.