I would have to say that yes, capture papers do add to the value, however I posted the same question some time ago and never got a satisfactory answer. The bump isn't huge, and it may just serve as icing on the cake, making the deal look just a little better.
We frequencly buy Luger's for their perceived historical significance, and documentation certainly adds to that.
But again, how much? 10% or less for capture papers with no accomapnying documented story. But to show that it was issued to Field Marshall von HuffnPuff, later surrendered to General SuchnSuch after the battle of Cafe' MochaChino, well that would be a whole nuther story...
dju
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