The black box shown in the diagram is not a RC receiver, but instead a motor controller. It may also be a BEC (battery eliminator controller) that outputs a reduced voltage to the actual receiver. Also the typical case is a single motor.
There can be up to 3 capacitors, one between the leads, and one between each lead and the shell of the motor (giving a "ground" reference to the motor case), although with each lead connected to the case, I don't see the point of a 3rd capacitor hooked up between the leads, unless the goal was to use 3 smaller capacitors instead of 2 larger ones.
The main purpose of the capacitors is to eliminate the voltage spikes which occur as the motor commutates, since those voltage spikes can damage the motor controller, which are generally too small (to keep weight down) to include internal capacitors. The electical noise is also an issue that would interfere with the receiver, but I don't know how much of an issue the noise would be, since rc receivers have good internal filtering and flaw handling, along with spread spectrum usage in newer receivers.
