It actually makes sense for car stereos. Just think of it like this, a car audio system's load can rapidly fluctuate from 10-100%, based on when a bass drum is hitting, or not. Reproducing low frequencies takes a lot of electricity, and the low frequency hits are intermittent in most music.
So you have a car with the the amp is hooked up to a 12v system that can't generate enough current to keep the amplifier happy. This includes both the alternator (primary) and battery (secondary) hooked up to a amp in your trunk with wiring that is much too thin. Between the sub amp and the rest of the system you have a gigantic capacitor. So you start up the car and turn on the receiver and the amp is happy and sees 12-13 volts from a happy system... until you turn the volume up.
The first beat hits and immediately afterwards the amplifier sees a massive voltage drop as it's competing with the capacitor for current. Every beat followed by voltage drop. If the music is loud and the wiring and/or alternator is particularly inadequate then the amplifier that is designed for a 12 volt system is going to see as sort of pulsating voltage that, I am guessing, could range between 6 and 10 volts.
So all you accomplished was to trade a short duration voltage drop for a much longer duration voltage drop.
Sure, the capacitor 'smooths things out', but it smooths things out to a lower level that causes the amp to overheat, or protection circuits to kick in (or whatever other terrible things happen) due to having the amplifier hooked up to a a power supply that is, on average, running at a lower voltage system then it was designed to operate at.