The capacitors connected to CF1P/N and CF2P/N allow step up operation of the regulator. It is used for powering the device from 1.8V to approximately 3.6V input voltage and would normally not be needed in 2-cell applications as the input voltage should then not go that low, but it is included to allow the same PCB layout to be used for both SB201-1 and SB201-2.
See the voltage regulator section in the data sheet for details of regulator operation. In a regular design one would only include the capacitors for a 1-cell design.