This apparently is true of some capacitors as well,
I'm not sure which types.
It is true of all capacitors (CRTs are intentional capacitors, after all) designed for and
subjected to sufficiently high voltage. It's referred to as dielectric absorption, and
is why HV caps ship from the factory with the leads shorted.
I have a 4.7 uF tens-of-kV capacitor in the shop for reasons. The shorting jumper got
knocked off once while moving stuff past it, and I noticed it the next day. By that point,
it had accumulated enough charge to register over 200V on a Simpson 260 VOM (not a high
impedance meter). I don't know if that was accumulated static charge or from
dielectric absorption.
Thanks,
Jonathan