The main benefit of a ceramic cap is its very much lower ESR and ESL compared to an electrolytic.
A typical ADC input includes a sample-and-hold circuit, which behaves like a switch in series with a small capacitor. When the switch is closed, the capacitor is quickly charged to the voltage that's applied to the ADC pin, and when the switch is then opened again, the capacitor retains that voltage for the time it takes the ADC to perform a conversion. Hence the name, sample and hold.
If the external capacitor has high ESR or ESL, then there will be a voltage drop during the time the S&H capacitor is charging, so it won't capture an accurate voltage. With a ceramic cap, this effect is much smaller than it would be with an electrolytic, because the ESR and ESL are dramatically smaller. It can also be located nearer to the input pin of the ADC, so the ESL of the wiring between the two is minimised as well.
I admit that, since almost every design I do is surface mount, I tend to automatically regard a through-hole electrolytic cap as an extra manufacturing step and an additional cost, both of which have to be justified. This was arguably an oversight on my part - though if getting the best performance from an ADC is desired, using an SMT board with a proper ground plane is pretty much a pre-requisite anyway.