Why would a capacitor be ESD sensitive?

Why do some capacitors have a dependency on capacitor size vs ESD?

There is good reason for a capacitor to be ESD sensitive. If you push enough charge into it, you will eventually exceed the dielectric strength and breakdown voltage, and the insulation will break down. So the ESD susceptibility is dependent on the capacitance and breakdown voltage. A high capacitance high breakdown voltage device will have low ESD susceptibility, but a low capacitance low voltage capacitor could be easily damaged by ESD.