No. It does nothing to anyone. The cost is based on the energy that you use by KWH. Capacitors are not contributing to KWH. They take reactive current , or power. When you have loads at home, the losses to cables and wires are minimal, therefore there is no need to worry about loss of the power that is generated by this.
Certain unscrupulous individuals profit of the ignorance of the people in general and are selling”power savers” with tiny capacitors. They’re simply stealing from customers.
Power capacitors can be beneficial in industries in heavy loads and the power factor is low, which can be penalised. In these types of loads power capacitors can reduce energy costs by increasing the power factor, while they can also reduce cable and line losses.