Higher voltage ratings while not providing any extra security if anything goes wrong due to the voltages involved can sound better due to increased plate area providing better coupling in some cases. This works best though with film type caps (mettalised film & film /foil caps) which tend to be noninductive in winding structure. I had this happen when going from 400 volt caps to 600 volt caps in a vaccume tube amp coupling circuit though in this case the 400 volt caps were definately leaking a small amount of current throwing the bias voltage off slightly which probably didn't help. Even so the 600 volt caps (mil spec I might add not the typical overpriced audiophile junk caps that were in there) sounded quite a lot better than the 400 volt MIT caps. Significantly more lively sound than the lower voltage MIT's. One disadvantage though is that these caps were much larger than the 400 volt caps they replaced, about 4 times as large. These 600 volt caps are actually tested to 1200 volts & are leake free at that voltage, that gives you some idea why they were so large. Also one was mettalised film (400 volt) & the other was film foil type(600 volt) both noninductively wound. Both voltage & type contribute to the huge size.
There is no such thing as direct coupling caps. You either have coupling caps or you have direct coupling I.E. no caps in direct line with the input or output of the amp. there can be caps though that are not in the direct path of signal that are used to control RF interferance in a drect coupled amp