If you're a bit handy, you can assemble a line filter using a part like this https://enerdoor.com/products/fin27/ for a heck of a lot cheaper than you can buy a filtered power strip.
Even if there's very little audio-frequency attenuation, it's possible for higher frequencies to produce audio-frequency intermodulation distortion, and filtering could reduce this. This is one reason "high definition" (ultrasound sampling rate) audio is a bad idea as a listening format.
In 2013 I bought out 2 Radio Shacks worth of ferrite beads when I was hunting down signal noise in my senior design project (CNC mill rebuild and update.)
All else fails, add more beads.
Also, I learned that you can make your own shielded flat cables with aluminum duct tape.
Who knew that they had a really good reason for using 48V signaling in the original machine controls from 1986?
Maybe you’re right. My experience is with radios, where it’s possible that high frequency noise is conducted into the RF section rather than into the audio amplifier. I know that in one case, both my transmitted signal and received audio output were absolute garbage (edit: because it was picking up noise from the vehicle ignition) until I added a choke to the power input wiring.
I agree however that indiscriminately throwing ferrites at problems can be a good solution!