This really depends on the capacitor. Be careful of caps from China as they will ofen have a smaller capacitor in a larger can.
Damping a capacitor is really just damping the can itself which is a good idea as the internals of the capacitor are not always touching the can. By placing some type of damping material on the can itself, you will prevent the can from ringing or vibrating.
If you doubt this technique, you can easily test by using a stethoscope on the top of the can before and after applying damping material. Depending on the quality of the cap, you may or may not hear a difference..
I have a unique proprietary procedue that I have used in the past that I haven't used in a while due to the expense. 😉