[morzh]

Terry,

First I did not see Ron's post, but he is (according to my understanding) is correct. It is a sort of snubber. Of course your typical snubber is an RC, but a cap was used in this case. Perhaps due to high losses in tubes (as opposed to today's solid state diodes).

Notice that you mostly see it in AC/DC sets (my portable Telefunken I restored recently has the same) and not in AC-only sets (with transformers).
My explanation would be that in case of AC-only sets the spike of the current via the tube, when it starts charging the first filter cap, is much smaller than that in AC/DC sets, for the reason of it not being limited by anything in the AC/DC case, as the tube is connected straight to the AC line, whereas in the AC-only case the tube is serialized with the equivalent parasitic inductance of the transformer and the loss resistance of the windings, which would limit the spike of the initial inrush current when the tube starts charging the first filter cap.
That larger spike in AC/DC radios may produce noise. I doubt it will produce high voltages and lots of ringing as the impedance of the tube, coupled with very low wires' inductances, would prevent it. However I am sure the engineers heard or measured something they preferred to snub a bit.