As Mike ML noted, the frequency response of the power supply control circuits is limited. Above this response frequency the output impedance of a power supply would rise but for the output capacitors. They provide a high frequency source of current and keep the apparent output impedance low at the high frequencies.
Not quite sure what your question is. The website you referenced talks about needing to reduce the power supply impedance for high frequency circuits, which is certainly true. This requires capacitors that have a low impedance at high frequencies so sometimes a small ceramic or film capacitor is place in parallel with an electrolytic.