I believe an electrolytic capacitor simply acts as a rectifier with an enormous capacitance. Under normal conditions, it's reverse biased so it doesn't conduct. When the capacitor is connected in reverse it will be like a forward biased diode and conduct DC. If a significant current is allowed to flow, for a long period of time, the capacitor may leak and explode. However, when two capacitors are connected back-to-back, no DC current can flow so nothing bad will happen.
If you're really paranoid about this, you could connect a diode in reverse parallel with each capacitor but it should be fine without it.