A small value of capacitance leads to a physically small capacitor. If you increase the voltage it is required to handle, it will need to be physically larger. The speed at which energy is required to move in and out of the capacitor determines the type of dielectric material you can use. The higher the operating frequency, the more careful your choice of dielectric needs to be. The dielectric between the plates provides this insulation.
Different materials have different insulating ability, or dielectric strength s.
NST will require a dielectric 62.5 mil thick. To regain the lost capacitance you must increase the size of the plates. Any high voltage conductor can generate corona. It appears as a hazy purple glow on the conductors surface. Placing the conductors in oil will reduce corona formation considerably but there is a limit to the oils ability.