Oxide heterostructures with polar films display special electronic properties, such as the electronic reconstruction at their internal interfaces with the formation of two-dimensional metallic states. Moreover, the electrical field from the polar layers is inversion-symmetry breaking and generates a Rashba spin-orbit coupling (RSOC) in the interfacial electronic system. We investigate the quantum capacitance of a heterostructure in which a sizeable RSOC at a metallic interface is controlled by the electric field of a surface electrode. Such a structure is, for example, given by a LaAlO3 film on a SrTiO3 substrate which is gated by a top electrode. Such heterostructures can exhibit a strong enhancement of their capacitance [1]. The capacitance is related to the electronic compressibility of the heterostructure, but the two quantities are not equivalent. In fact, the transfer of charge to the interface controls the relation between capacitance and compressibility. We find that due to a strong RSOC, the quantum capacitance can be larger than the classical geometric value. However, in contrast to the results of recent investigations [9-11] the compressibility does not become negative for realistic parameter values for LaAlO3/SrTiO3 and, therefore, we find that no phase-separated state is induced by the strong RSOC at these interfaces.