The components are necessary for noise filtering and decoupling. Keeping ground return loops as close as possible where they come from will stop stray currents and return signals having to travel longer distances than necessary.
Furthermore, when you are running at multi-GHz, signals stop behaving like current in a wire, instead acting as radio waves being ...
See this thread from Autodesk Eagle Support Forum.
It is a feature called "Auto Loop Removal" that they added in eagle V8.xx. You can enable or disable this feature when routing by simply clicking the loop removal off or on icons on the toolbar when the route tool is selected: