There is an outer foil. Think of the cap as two strips of foil rolled up with two strips of thin polyester in between them to isolate them from each other. the foil that ends up on the outside when your done is the outer foil. Connecting it to the lower impedance side help reduce coupling of noise into the cap. Lower impedance source sides would be ground on a cathode bypass or the plate side of an interstage coupling cap. Whether it makes a difference or not...
Well if you can measure it with a scope then I would say it is possible, especially in tube amps where you have high voltages and things are more likely to couple. I doubt it makes as big a deal as wire layout.
Edit: Ooops, I just realized there's three pages to this thread. I guess I was responding to some posts on p.1 Sorry.
