If you are not using a dimmer, then I would not get too worried. It's just another small switching power supply on your AC line, and odds are you already have quite a few (all those USB chargers, and they can be worse).
If you have a dimmer, then yes, things could be noisier as the power supply in the bulb will have capacitors on the front end which will result in higher peak currents when the dimmer turns on (120 times a second, 100 in some parts of the world).
There are some bulbs/lights that do not have switch mode power supplies in them, but simple linear regulators. They are common in low cost flush mount ceiling lights, but not very common in bulbs. I would avoid most as they can have lots of invisible flicker.