Nope, it’s not. What’s important is that they are placed closely to the PIC pins. If I’m not mistaken, the information on the site you linked is meant as a pointer for people upgrading core-PCBs which do not have the footprints for the bypass caps yet.
What’s important is that they are placed closely to the PIC pins.
Like nILS writes but a bit more precise for understanding what it does: Only the Vdd side must be as close to the pin as possible, since it’s intended to take out spikes or ripple out of the supply line just before the IC connection.