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I still don't believe in speaker or interconnect cables needing burn in, or solid state devices, but there's something going on with those capacitors...
I never considered discrete capacitors as being included in the term "solid state"

There is certainly an effect of dielectric migration, etc, and some dielectrics used in capacitors are liquid and can "dry out" or burst.
Temperature also can have a large effect on how well a capactior performs.
The tolerance for such discrete components can also vary widely (which is a very real difference between high and low end products) I had a Professor who would replace every capacitor in his stereo gear with a high end,strict tolerance tantalum capacitors. It did make a huge difference.

However, most capacitors (with the exception of heat when the gear first warms up) will change pretty slowly.. I don't think a matter of weeks would do it, but that may depend pretty heavily on the particulat type of capacitors used...