to replace or not to replace

[radio nut]

My current project is a capehart by farnsworth radio model 21n 2. This set has a chassis for the tuner and a seperate one for the amp/power supply. This set reminds me of military set with its oil filled caps and resistors and caps on terminal strips. I tried to variac the set up with original parts but the electrolytics didn't like me too much. I ordered all new caps and I should be getting them soon. A friend said that the oil filled caps will not go bad and unless they leak do not replace them. Ok, is this good advice or a recipe for problems? I have worked on military with oil filled caps but my job was just to get the set functioning, not restore them. I have no idea about the lifespan of oil filled caps.