I actually see this as a slight music name! Capriccio is a type of music that is lively and fun in nature. Tchaikovsky's 'Capriccio Italien' is a famous example of this. I feel like someone who names their kid this is just a stuck up (not in a negative nor positive way) music person who doesn't want to name their daughter Aria or Melody.
Sounds like a pretentious, over-the-top name constructed from the sexist-sounding Caprice. It's sexist because it's a weird stereotype. That women are capricious, you know. Come on, show your daughter some respect.