PIC's can operate in quite large voltage range (2.0 - 5.5V, some smaller 4.2 -5.5V). So (small) voltage drops in supply are not problematic for PIC itself, but might be high enough to upset XTAL, if caps are connected to Vdd. Therefore you have to pay attention to PDN impedances at frequencies you are operating. If you have resonaces in PDN at peak current frecuencies, that will generate lots of noise to power supply. And that noise can couple to XTAL, if caps are also connected to Vdd.
Therefore it is more save to use GND for XTAL caps.
BR,
-Gusse-
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