Why are capacitors for power factor improvement generally connected in delta?

The effective capacitance is 3 time more in delta as compared with star connection provided that same capacitors are used.

Delta impedance is three times larger than star impedance provided all impedance have same value Z_delta = 3 * (Z_star)
It is clear that either you connect capacitor banks in star or delta, they both provide same reactive power to improve power factor. But capacitor connected in delta will have three times larger reactance as compared to capacitance reactance present in star. As capacitor capacitance is inversely related to reactance. So capacitors bank connected in delta will have capacitance three times lesser than star. That economically better.

Becasue, in delta connection,voltage of three phases is equal and the power factor( Reactive power)is depends on voltage.
If you use star connected capacitors, the voltage may vary due to unbalenced loading of capacitor whcih is indirectly depends on load.