The MCLR input for most Microchip controllers has a dual purpose.
First is to provide an R-C delay after power on before the controller starts to execute code.
Second is initialize the state machine to detect In-Circuit-Serial-Programming(ICSP) start mode.
For this second purpose it is helpful to have a resistor to isolate the capacitor to ground from the MCLR input.
Note that the ICSP tool is connect to the MCLR pin of the controller and the R2 resistor isolates the influence of the C1 capacitor from the VPP/MCLR signal of the ICSP tool.
Recommended values: R1 = 10K ohm, R2 = 470 ohm, C1 = 100nF.
This Image found in data sheet DS30010074D-page 41: