Isn't static at very high voltage?Yes.
Would a cap simply look like a resistor to a very high voltage...even if the current were essentially zero?It would look like some combination of capacitance, inductance, and resistance, with various resulting overall impedance magnitudes and phase angles at each of the many frequency components of the static discharge. But since those impedances together with the impedance of the connecting wires would be higher than that of a heavy gauge wire by itself, and much higher than that of a braided ground strap, the capacitor would serve no purpose.
Re the Zerostat, keep in mind that what we are trying to de-staticize here is the person!
Best regards,
-- Al