X-10, unlike the Radio system, uses Carrier Current communications. The RF signal is impressed into the 60 cycle house wiring. It is necessary to transmit the RF throughout the house. The caps are used to bridge various house circuits, the capacitors acting as a pass filter for the RF, while ignoring the 60 cycle waveforms. All the systems I installed had this 'bridging' in the instructions.
The orange parts at the ice cubes appear to be caps. Snubber circuits here would be intended to lengthen the lifetime of the relay contacts - where are the resistors? The little white boxes would make me think of additional relays, like Bob, except that the ones I can see look like two terminal devices - in which case, my guess would be RF caps. If you get a closeup, you can probably look up the numbers on the internet.