For the same reason people advertise and buy German cars: they stand for quality.
Are there French, Japanese, Korean manufacturers that make decent cars as well? Sure there are. But they don't have that kind of image as the German companies do (or did, thanks Volkswagen).
As for caps, Japanese companies have some sort of tradition manufacturing quality capacitors. I don't even know if there are low quality caps made by Panasonic for example.
There are a bunch of other manufacturers who make decent caps as well, mostly in Taiwan (haven't heard of anyone making them in Europe tbh) and Korea, but these companies haven't made a name for themselves yet as Panasonic, Nippon & co did.
Also from my own dealings with Chinese factories I gotta say... it's a pain. My old company, small company, used a factory in Italy & Taiwan for special bottles. This went pretty well. We then moved to a Chinese factory as they were significantly cheaper. Contract was cancelled before production started as they weren't capable do shape the bottle to our liking. We moved to a different Chinese factory. Made it work, but it was a huge pain.
I'm sure there are plenty Chinese companies that aren't like that, but my experiences with China is, they are able to do anything as long as you tell them exactly in uttermost detail what to do and how to do it. Production is fast, quality mediocre. Again, I don't wanna sound racist and I don't want to generalise, but these were my personal experiences.