How important is EMI and RFI rejection?

RFI/EMI is everywhere. It’s like Chickenman. He’s everywhere! He’s everywhere! 🐥 RFI/EMI comes in through the power cord, through the (exposed) fuse (hence the black material on certain fuses😛 ), in through open Input/output jacks, through unused wall outlets, and is generated by almost all microchips; also generated by microwaves ovens, even when they are OFF, cable TV boxes, and comes in through windows from the plethora of microwave towers, TV towers, radio stations, what have you. You just get used to the noise and distortion, that’s all. 😀

Bingo. What Geoff said.

Then Goeff can get a measurement rig and show it. 

Oh, my! A one trick pony! 🐎

So EMI isn't measurable? The main source is AC mains noise and the harmonics. Using a frequency programmable power supply you can see this in action as you will see the fundamental change along with the spuria. 

Get an ADC and install ARTA will give you a host of spectrum analysis. Also there is the Dayton Omni Mic 2. 

Get a Schitt Modi 2 since it has basically no filtering on it's USB input and you can easily measure this.