ESR due to conductors remains constant, or nearly so: note that, in a practical capacitor, the electrodes being farther apart means more distance from the common points to individual electrodes. Probably a small effect (in stacked/rolled types e.g. ceramic caps, the end metallization / schoopage is much thicker so relatively negligible; in electrolytics and lead-in film (usually film-in-oil), the spiral might be slightly longer?), but also depends how it's mounted (e.g. a stacked part is twice as tall, so the electrodes are twice as long).
Dielectric losses are another matter. It depends on the relaxation rate, resistivity and other bulk properties. For relaxation dominant materials (probably, PET is an example), the loss tangent remains constant; C halving means ESR doubles.
For resistivity-dominant materials, the time constant varies with length, so we expect a lower break frequency and thus higher ESR / lower C.
Type 2 ceramics may be an intermediate case, I don't know; another consideration is ferroelectric domain size, which may vary with layer thickness, at least for thin enough layers. The behavior of these may manifest as an equivalent of the above effects.