E-net switches do not use a lot of power, demand stay around the same regardless of what is being passed through it. If it was a POE switch, then a power supply would make sense. But on a regular couple port switch, don't think it's worth the time and money.
With a cheap switch, it should not be plugged in with your stereo. I'm sure the cheap switches have no noise rejection protection, generally electrical noise is not a concern with switches. Not only that, but the way the switch works, it will not transfer power noise to ethernet.
Ethernet is not a audio signal, it's digital packets.