When measuring current on external devices, it is important to keep in mind that large filtering capacitors, which may be present on the Device Under Test (DUT) circuit, will smooth out the variations in power consumption.
This yields a good result for the average power consumption, but the short current bursts will be filtered out and the plot might differ from what you see on the measurements done on the nRF5 DK during development.
You must include decoupling capacitors to ensure correct operation of the devices. However, as a good practice, keep extra decoupling capacitors to a minimum when measuring detailed current draw.