Well, with "society", I wouldn't... I would use it it describe a person's behaviour. It's usually used to describe an individual. But you could use it for a group of people: "The government policy with respect to the use of face masks has been rather capricious". (=erratic) You could also use it to describe the weather (=changeable).

For what it's worth: In the U.S., a common reason for a judge to rule against a government law or regulation is that they have been administered (applied) in an "arbitrary and capricious" manner.

I normally think of capricious as applying to a person that is fickle, or prone to sudden changes of behaviour or mood. The Cambridge Dictionary agrees: https://dictionary.cambridge.org/dictionary/english/capricious However, Google's dictionary - if you search "capricious" - says you can have a "capricious administration", or even "capricious climate", so I may well be wrong?