I did not know about this mounting method. Probably it’s a way to improve passive cooling capabilities?
I’d say that’s a version of a soft termination capacitor. They are used when there’s risk the board is flexed or exposed to mechanical or thermal shocks to prevent cracks in the capacitor (causing it to fail short).
Do you have more information on this? I’m working on a PCB that suffered from a broken ferrite due to flex.