Look up parasitic inductance.

Through hole parts cap out at maybe low MHz. Many electrolytic caps frankly cannot effectively decouple signals above 100s of kHz even. Above that value, capacitors become inductors due to lead lengths, parasitic resistance, and other details.

To make capacitors work faster, we make them smaller and smaller. Surface Mount Caps are the only way to reach 20MHz++ decoupling speeds, and you need crazier tricks if you need additional decoupling beyond that frequency.