It’s likely those capacitors were placed there to shunt high frequency noise across the differential signal. The goal is to couple the noise on both lines so it does not affect the differential signal even though it still exists on each line relative to ground.
EDIT (for clarity)
There are two types of noise that can occur in differential signals
Common mode noise is noise that flows in the same direction on both lines. This is usually not a big concern in differential signals because it does not affect the voltage difference between the two lines and therefore the total differential signal is unaffected.
Differential mode noise is noise that flows in opposite directions on the lines. Differential mode noise does affect the voltage difference between the two lines and therefore the differential signal is affected.
The purpose of the capacitors is to shunt the high frequency differential mode noise between the two lines. This filters out the differential mode noise but does not affect the common mode noise which as stated earlier, is not a big concern.