Any capacitor large enough to run the bus, would presently be many times the size of the actual bus, thus the capacitors would need to be in a string of trailers behind the bus to power it and leave room for the passengers.
If such a capacitor-powered bus was ever designed, then consider how damaging the energy stored in the capacitor/s, if a sudden short circuit developed - it would demolish several city blocks in the resultant explosion.
By comparison, energy stored in chemical form is far safer, small volume for large energy storage, easy to control.