My guess is that capacitor was put there to fix sloppy wiring. It really shouldn't be there at all. Adding capacitors directly to Arduino output pins stresses them because there is a big burst of current (that only lasts for a short time, but it's still bad) whenever the pin goes high or low. Over time this could destroy the pin driver and the pin will never go high or low again.
Keep the wiring as short and tight as possible. If you get "erratic" behavior (which the original designer probably observed and tried to fix with a capacitor) try adding some resistance in series with the signal, like 100 ohms to 300 ohms. But if you keep the wiring short and tight it shouldn't be necessary.
The Ruggeduino: compatible with Arduino UNO, 24V operation, all I/O's fused and protected