I've only seen people recommend replacement of electrolytic capacitors, due to leakage potential.
Tantalums...well, those fail in a different, more "magnificent" fashion. Damage ranges from a badly burned board to a total hole blown right through it, from what I have seen. Is it wise to replace them? What about ceramic caps, which can short disastrously and kill stuff on aboard? That's a question I'd like to see answered as well, so, I am tagging along. Personally, I can't see a reason to do anything other than electrolytic, unless they are testing out of spec, or you're noticing any kind of weird behavior from the Phoenix.