Additional capacitors in the power supply can provide additional power, but this is intended as reserve power for instantaneous peaks such as explosions and not intended for long-term output. Also, the capacitors by design, won't discharge their voltage unless the power supply starts to fall below it's intended operating point. If the power supply can't handle the load, the capacitors supplement it until their charge is dissipated. Once the capacitors are drained (during high continuous output), the power supply can't recharge them because it's still under load, or can't charge fully. It's at this point distortion starts to rear it's ugly head which can cause damage to either the speakers, the amp/receiver, or both.

As stated before, Klipsch' are some of the most efficient speakers on the market and Denon receivers are pretty robust. What makes you feel the Denon can't drive the Klipsch'?