You will need a second bite at it if the caption is followed by a table since the paragraph mark remains if the paragraph contains any content.
Code:
Sub delTableCaptionAll()
Dim ctr As Integer, aRng As Range
Set aRng = ActiveDocument.Range
With aRng.Find
.Text = "Table"
.ClearFormatting
.Style = "Caption"
.Forward = True
Do While .Execute
aRng.Paragraphs(1).Range.Delete
If aRng.Paragraphs(1).Next.Range.Information(wdWithInTable) Then
aRng.Delete
End If
ctr = ctr + 1
Loop
Debug.Print ctr
End With
End Sub