The circuits on an SG standard are passive filters (i.e. they can only remove part of the signal). Taking the treble pot as an example, when it's at its "brightest" setting, what comes out is the signal exactly as it left the pickup. The resistor (pot) and the capacitor work together as a filter, so as you rotate the pot towards the bass end, what you are really doing is filtering out some of the treble. Some people claim that bumble-bee capacitors give a warmer sound, but really the only thing which dictates the sound is the relative value of the capacitor in relation to the various resistances (pickup, pot, and input of amp) in the circuit.
If you are a normal human being, assuming that you replace the existing capacitors with bumble-bees OF THE SAME VALUE, then you won't notice any difference. If you do detect a difference, I would suspect it's down to the placebo effect.