[Mondial]

That cap is not absolutely necessary. It creates a parallel resonant circuit with the choke to reduce the power supply ripple,  thereby reducing hum. They did not have large capacity electrolytics in those days and this was a way around the problem.

I have a 38-116 and the cap #119 was missing on mine also. The filter caps were previously replaced so I don't know it was not there originally or just left off later.

You can just add the missing cap across the choke. If not increase the capacitance of the electrolytic after the choke to compensate. Do not increase the capacitance of the input caps right after the rectifier as it will raise the DC output voltage.  Film caps are recommended for the input filter as the ripple current is very high at that point. I used 10 uF 630 V polypropylene films in mine.

https://tubedepot.com/products/solen-fast-cap-10f-630v