No it doesn't! The initial claim was, you can change resistors, add bigger mosfets, better diodes, etc. and "always" make it better". It is simply inaccurate to claim it will "always" make it better. You presenting one possible example does not prove it will "always" happen.
And again, when the existing MOSFETS are already fully capable of dealing with the current temperature characteristics of the circuit and environment (as they would be with a quality PSU), you adding higher temperature MOSFETS does NOT make it better - regardless how many times you say it, or how strongly you think it does.
I don't care what you think of that. The Laws of Physics don't change based on what you think might happen.
Nobody said you couldn't.
Resistance plays a role in how capacitance and inductance affects a circuit. And cable length affects resistance. So the location of the caps on a quality cable may not matter significantly, but it could affect the value of the caps needed. I note some PSU makers put the caps in the middle of the cables because they simply look better there. The caps don't get in the way of the connectors and can be hidden away more easily.