I don't believe that all wall wart SMPS (Switching mode power supplies) are the same. Like literally everything concerning audio it depends on the level of execution/implementation. The Pro-Ject RS2T transport comes standard with a wall wart power supply (SMPS) and sounds fabulous. Better than my really fine P.S.Audio PWT which has a linear power supply (LPS).
Yes you can further improve the. RS2T with a good quality external LPS. A nice option but by no means mandatory. The stock SMPS with the RS2T is very well done.
Charles