Hi,
So, if its work it works. If not add the caps.
Unfortunately, this is one situation where it doesn't allways work just because it initially did.
It's foolhardy and very poor design to leave out the caps, which is a very cheap way of ensuring a trouble free function.
Even if you measure a steady 5V with a DMM, you probably have lots of noise and ripple. the output impedance goes down when caps are added and it won't be sensitive to lead/track length as it would be without them.
Line and load regulation is also improved with caps.
Try probing input and output with a 100MHz (or higher) 'scope and pace it through a couple of hoops and see for yourself.
78- and 79-series voltage regulators were never designed to work without the caps!