Yes. I'll prove $\DeclareMathOperator{\capacity}{cap} \capacity(E) = \capacity(E \cup P)$, and the other case can be treated analogously. W.l.o.g., we can assume $E \cap P = \{\}$. Let $\mu^\star$ be the minimising measure for $E \cup P$. (This measure always exists, and is unique if $\capacity(E\cup P) > 0$.) We can split $\mu^\star = \mu_E + \mu_P$ into parts supported on $E$ and $P$. If $\mu_P = 0$, it follows $\capacity(E \cup P) \leq \capacity(E)$ and since $\capacity(E \cup P) \geq \capacity(E)$ for any $P$ (the infimum is taken over a larger set on the right-hand side), the claim follows. If $\mu_P \neq 0$, we have
\begin{align}
\capacity(E \cup P)
&=
\exp\left(-\iint \log\frac{1}{|z-w|} \, d\mu^\star(z) \, d\mu^\star(w)\right)
\\&=
\exp\left(
-\underbrace{\iint \log\frac{1}{|z-w|} \, d\mu_E(z) \, d\mu_E(w)}_{> -\infty} \right.\\
&\qquad\qquad -\underbrace{2\iint \log\frac{1}{|z-w|} \, d\mu_E(z) \, d\mu_P(w)}_{> -\infty} \\
&\qquad\qquad \left.
-\underbrace{\iint \log\frac{1}{|z-w|} \, d\mu_P(z) \, d\mu_P(w)}_{=\infty}
\right)
\\ &= 0
\end{align}
because $E$ and $P$ are bounded and $P$ is polar. Since $\capacity(E \cup P) \geq \capacity(E)$, the claim follows.