Cap it. It's better for your monitor in the long run.
The symptoms that caps can help with range from various things:
- won't power up
- won't sync
- won't lock the holds
- waviness
- colors faded
- vertical collapse
- etc...
You'll have to find out what exact chassis you have connected to that tube. If it's an Electrohome, it's most likely a G07-CBO. Cap kits for these are plentiful, can easily be found at all the usual arcade part vendors. Just make sure exactly what model it is.