Certainly a great benefit in a phono preamp where you have to overcome the wall of noise in the very first stage, and yes, cascodes are more linear than pentodes. The EF86 mike-preamp pentode so popular in the Fifties and Sixties is now very expensive and hard to get, so cascodes make more sense today.
Don’t need all that gain in a power amp in the absence of feedback, but if we ever needed feedback, yes, that’s a good way to get it.
I completely agree about the benign nature of low-order distortion. Most of all, it reduces nasty high-order IM distortion which is objectionable and obviously electronic-sounding. I also agree about the heavy 2nd-order distortion of SETs, which limits their effective dynamic range. Clever design techniques can mask the 2nd-order distortion (like coupling caps with complementary sonics) but the IM distortion remains, and is audible with symphonic, choral, and heavy rock music. (Music with a sparse spectra, like jazz quartets or chamber music, doesn't expose IM distortion, but music with a dense spectra turns IM distortion into a wall of noise that goes up and down with the music.)
Since transistors are notorious for high-order distortion, cascoded differential sections are about the only way to tame the things, while also getting rid of nonlinear Miller capacitance. The classic John Curl topology.