Alternator

So they will be lighter?

Because that's what the engineer says to do.

Since you have not explained where these capacitors are in your power distribution circuitry or what type of power generator you have, this is the best answer you will get.

These may be power factor correction capacitors. When running on the genset, there is no billing penalty for low power factor, so the capacitors may not be needed. In some cases, they may still be helpful; I don't know if there are disadvantages.

You will get answer from following link. This blog is in Spanish language but you can translate in English. I hope you will get exact answer of your question.

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Also there is another erason, current transients at switch on, with all the capaicitors on line, which in your case might damage your generator.

I'm not sure about the very latest excitation systems for gen-sets but some of the ones that I have encountered do not handle leading currents very well or indeed regeneration. It seems that although there is forcing to increase the alternator field quickly the field is normally fed via diodes and so the decay of the field flux and thus the excitation voltage is much slower going down. That plus some of the control systems are not phase sensitive in their measurement of current means the system is likely to go unstable if only capacitive current is seen by the generator. Thus the general rule disconnect cap banks if using a gen-set.

Consider a case in which load on Genset is disconnected while Capacitor bank remains connected. Now in such a condition, the voltage at alternator terminals will rise and it may damage AVR. Also, Tornado has rightly pointed out there is no pf penalty on Genset. Hence it is always advisable not to connect Capacitor Bank on genset.