My biggest concern with wall warts is the noise they could inject into the AC line which gets picked up elsewhere. Putting a noise source AFTER a power conditioner without separate filter banks could allow it to inject noise into your previously clean power.
For this reason I like to keep networking wall warts outside of my power conditioner’s clean zone, and use an iFi to power my streamer.
I don’t think it’s worth major moolah, but an iFi wall wart or inexpensive LPS can be useful vs. cheap alternatives.
I also like to use shielded power cables. Again, not major dough here, but another way to keep external network noise and EMI/RFI out of my system.