4-pole connections work because they make the internal losses of the cap a virtue.
Picture the capacitor as a long pair of parallel plates instead of being rolled-up inside the can.
One pair of terminal poles puts electricity on the plates at one end, the supply.
The other pair at the other end supplies cleaner power to the load circuit.
The inductance and resitance of the plates - the distance between the two 'ends' makes this a distributed CLRC filter, which is a good thing (and a quite measureable effect - the original DNM/Aerovox 4pole caps gave some good data showing this)
If you folded this notional plate then connected the terminal pairs together directly you've lost this effect and spent the extra money for no gain.