As @IgnacioVazquez-Abrams said, this is a common method for reducing stray inductance which could lead to unwanted oscillations. I have actually seen this method used quite often, especially in circuits more sensitive to excess inductance and oscillations. Simply put, it improves the performance of the filter.
In slower circuits where stray inductance may not be as much of a problem, this method could still be used for saving space on the PCB in high-density designs.
It's certainly not ideal for production as I doubt pick & place machines are really designed to do this. I imagine this would have to be done by hand, which would increase the time requirements and cost.
While it is not the case in your particular example, this method can also be used to trim resistance/capacitance values. If the resistance is a bit too high, one might put another resistor on top of it to reduce the equivalent resistance. Similarly, putting a capacitor on top of another capacitor will increase the capacitance.