The capacitor makes the impedance look lower, when the internal sample and hold circuitry inside the ADC tries to charge its sampling capacitor. When that happens, the ADC pulls some small amount of current for a short time //microseconds//. If the measured voltage source impedance is high, then you measure inaccurately, because the ADC sampling capacitor could not charge enough, because the source impedance was too high.
Therefore there is a limit of how big the impedance can be, to still be able to measure voltage correctly.
Connecting a cap to the input analog pin (when the voltage source impedance is very high) makes possible for the ADC to pull the current to charge its sampling capacitor quickly.
Adding a capacitor there can NOT affect the impedance of the votlage divider. You're doing something wrong. Draw us a circuit diagram please, how you connected everything together.
Note: If you do not want to drain the battery at all, then disconnect the divider, when not measuring voltage of the battery. For example using a mosfet. (Choose one with especially low leakage current if possible.)