Probably worthwhile if there is a possibility of injecting current into the USB supply, such as when local voltage is higher than USB supply voltage. Note that any capacitor will have an in-rush current and this could exceed the USB specifications, shut down or damage a USB port.
It would be recommended to follow all aspects of USB specifications when drawing power from the USB supply, and this will require fully understanding the relevant parts of those USB specifications.
There have been other discussions on drawing power from USB ports on the forum so well worth searching them out.