The data for mean (+) and standard deviation (x) for the ten drugs used in this test versus wdi971demo skipping various numbers of nearest neighbours is shown below.
In the case of caffeine however there is a noticable change in both the mean and standard deviation, caffeine is shown in yellow in the above plot, but the data are shown below for clarity.
It is presumably not unrelated to the fact that caffeine has significant neighbours below 0.4 on the Tanimoto scale.