Well, you potentially have a Catch-22 situation with the charging of the caps. The caps are charged whenever there is voltage on the output side of the rectifiers in the locomotive electronics. However, there's always going to be voltage there until the caps are discharged. I thinking on how to keep the charging circuit inactive when the caps are supplying the power, kinda silly to try to charge them from their charge.
On a more serious note...
They do actually 'recirculate' a little charge when running off the caps. However, the charge current is limited to 50mA or less when the caps are charge to a usable level, so it's a minor effect considering the total energy available.
What is detrimental though, is if the boost regulator voltage is set too high - then the keepalive will be trying to power the decoder during normal operation, and the cap will never charge.