Looking at the Mouser site (sorry Doug, but you don't carry the parts for comparison), a 10µF 50V film cap is going to cost about 10X as much as a 10µF 50V electrolytic cap. Now, given that all the amps we make, basically, are based on amps that were made as cheaply as - well, I don't want to say as cheaply as possible, but as cheaply as Leo Fender could get away with - we can easily see where the use of electrolytics came from (though, to be fair, I'm not even sure they could make film caps with values that large back in the `50's). Leo Fender made some great stuff, but he was always happy to save some cash on parts or labor so he could make his price point or improve his profit margin.
If I remember right, the explanation I've heard is that the value of electrolytic caps starts to drop at higher frequencies, where film caps do not. So, by using small value film cap in parallel with the electrolytic cap, you give the higher frequencies a way around the electrolytic cap. But, if you think about it, that is going to be a lot more useful on a cathode bypass cap - where you have audio frequencies - than on a PS cap where the major frequencies you need to work on are 60Hz and 120Hz (or 50Hz and 100Hz), and are well below the frequencies where electrolytics start to drop off. However, since the caps where it makes the most sense are also the lowest voltage caps in the amp, which will also be the least expensive to replace (filter caps), you may as well give it a try. Assuming you don't mind spending $5 on a cap, that is. But as has already been said, a 15¢ film cap bypassing the electrolytic is going to do much the same thing, so you might as well try that first.
Keep in mind, though, that I am mostly just parroting something I've read, and which I may not be remembering correctly.
Gabriel