If you have a CD Player, you need to do this periodically...

I have the disc.  The premise of this discussion is that bits of the system have become magnetized.  My chassis are copper and aluminum.  My cables are silver.  My connectors are gold plated copper.  All the above are non magnetic materials.  Circuit boards are tin plated copper.  So same story.  
 

So which bits would become magnetized?  Inductors and transformers most certainly generate electrical fields.  But that is in the power supply.  I am not using output transformers so nothing to align there.

That is not to say that the disc is not helpful is some way.  

I put in the Chesky demo disc ran it for a while, Class A system.  Did the track 7.   Then back to the demo disc.  My noise floor is -93dB and speakers 19 woofers and 2 inch horns, both Faital Pro.  Perhaps a bit better in the midrange but details were the same.

I think that running a frequency sweep through a system is good in that it gives parts a full range of exercise.  Just like a break in it loosens things up.