In general... 1206 resistors have their value marked on them. Why don't 1206 capacitors have their values marked? The only reason I can guess is that marking them would somehow change their capacitance. Is this realistic?
Some actually are marked. This is a link to the coding used to mark SMD capacitors. The coding is standardized - I don't know how well or what the standard is called, but every list I've ever seen uses the same codes. I found that list with just a few minutes of googling - there were other lists from other manufacturers available as well.
Since parts are only marked on one side, it is entirely possible for the markings to be hidden when installed on a PC-board. Depending on how the parts are loaded into the reel, you could easily end up with all the markings hidden.
Most parts aren't marked because it requires at least one additional maufacturing step (laser marking or printing) which makes for higher prices. No big deal if you are using a few hundred parts, a much bigger deal if you are using millions of them.
Most manufacturers offer the option to have the values marked on the parts - you'd probably have to order a very large number of parts, though.
If you are using automated pick and place (as most device manufacturers do) then you don't really need the markings on the parts - the reels are marked, and the machines do the rest. Makes a life a bitch when some clown loads the wrong reel into the machine, but that can be covered with operating procedures that check and double check the loaded values - god help you if the reels are marked wrong, though.
I've often seen (and used) marked capacitors, usually when they were bought in smaller amounts (reels of up to 1000) sold retail from RS and other suppliers here in Europe. The parts we used in two-way radios when I worked for Motorola in Taunusstein, Germany were also marked. I had a (much folded and dog eared) code list in my tool kit when I worked there.
I don't recall seeing markings on parts under 0805 size. They'd be a bugger to mark, and you'd need a magnifying glass to read them.
Since I've been out of the radio business for a few years now, things might have changed and maybe the retailers have stopped selling marked parts.
Extract from the linked chart:
There's usually a lot fewer values of capacitor used per board, so it's not as important to have markings. Often the shape or color can be used to verify the proper parts are populated in a given spot (and with machine assembly mistakes should at least be consistent). RF boards might have many similar-looking NP0 parts of different values, so errors in placement are going to have to be weeded out through testing.
Also, they've (mostly) never done it, so they're not going to start now, especially since most** capacitors are too small to receive legible markings without some kind of expensive laser marking. A very few manufacturers actually put markings on the parts btw, but they're not commodity parts. Sometimes it's barely visible unless you hit the part with light from an oblique angle.
If high volume manufacturers demanded it, it could be done, certainly.
** by 'most', I refer to the quantity produced-- it's not practical to put markings on 0402 and smaller parts, generally.
It's quite likely something to do with the material on which the marking is placed. A thick film resistor may be easier to deposit a certain type of ink than a capacitor. Also, resistors usually have a more obvious "top" and "bottom". Unless you link a specific capacitor, I think many of them can be placed in a few orientations.
edit: I don't want to imply that the lack of marking is due to the capacitance. The field in a mlcc is quite contained and the ink place on there, if any, wouldn't alter the properties.
The ceramic dielectric is more complicated to print on... usually another under coat is needed which would make the capacitors too expensive.