I see what you're asking.
Power-supplies are commonly separate from the main chassis usually either for UL approval (when pre-fabricated wall-warts are used) or to reduce magnetic coupling from the power transformer into the audio circuitry. In the latter case it may be actually cheaper to produce a separate chassis than to apply the correct parts and engineering time to eliminate the interference when these parts are in close proximity.
Truly low-noise circuit designs usually require low signal impedances, which means more signal current, which means more power-supply current, which can easily lead to a bigger supply . . . and everything runs warmer, so it has to be spread out more for heat dissapation. Also frequently, internal grounding mistakes can cause supply ripple currents to be injected as hum into signal grounds . . . and if the cause of the hum isn't well understood, then it may be solved simply by heaping on more power-supply capacitance and reducing the ripple current.
There are also standard core sizes that transformers are made in . . . and other electrical characteristics (like load regulation, EM field output, and leakage reactances) that are related to the size of the core and the winding methodology. Again, it simply may occur that to acheive other engineering goals . . . bigger ends up being the cheaper/simpler way to get better.
You might also run into issues where these products are sold in countries that have different power tolerances (50Hz runs hotter and requires more capacitance), or tropical climates where a lower temperature rise is requires.
So, in the end, it's these and a thousand other factors. In the end, just like underwear . . . it all Depends.
