Does soaking candied fruit in bourbon change the taste?

Soaking dried fruit (in alcohol) is usually to soften it and deliver some flavour.

The same should be true here: It would have that effect with some candied fruit (citrus), but others probably wouldn't take up much liquid (cherries). The flavour may still change.

If avoiding alcohol (or the expense) orange juice is often used as a substitute in rich fruit cakes.

Note that cookie recipes, being rolled out rather thin, are prone to further drying fruit. Soaking will counteract that. It may be a bad idea to add the fruit to the rest of the dough too wet, so if the soaking liquid hasn't all been taken up, I'd expect to spoon the fruit in with a slotted spoon rather than tipping it in.