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When it comes down to it, all electronics in a car share the same ground. But different parts of the car have different ground potential. Potential is highest where current flows so if you have a large current grounding at one point (a few amps here) and your head unit somewhere else, chances are ground potential will be different at the two ground points, which can introduce noise. I think that's how it goes...
Not sure how much difference it makes with a cap, but I always ground everything to the same spot.
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