When using a power conditioner, why is it advised to run amps directly to the wall?

It may help audiophiles understand that while line level devices (DAC, preamps, etc.) are usually fully regulated, linear amplifiers almost never are. 

That is, your preamp has little regulators which, combined with the power supply keep the working DC voltages very stable within a wide tolerance of incoming voltages.  Common IC regulators are 5V, 12V and 15V for instance.  They are good, small, cheap and relatively low current.  Think 1A or less.  Definitely too small and heat producing to include in most amps. 

Linear amplifiers however, with linear supplies are almost never regulated at all.  Rare exceptions are the Krell FPB and Sanders Magtech.   As a result of not being regulated the DC rails move in proportion to the wall voltage.  Not something that happens with your DAC at all.   Your DAC probably gets solid DC rails at anything over 100 VAC out of the wall. 

As a result, having a high current voltage regulator not only keeps your equipment safe and functioning it also ensures your amplifier can perform consistently in much worse power situations than it would otherwise.   I wrote more about this here. 

"contrary to ghd prentice there are a wide number of power conditioners that don't limit current at  all"

Contrary to audiotroy, I would rather trust ghdprentise's opinions on any audio-related subjects, as he isn't motivated by profit.

For those that don’t understand how a PC works, they are large transformers. The job of the power supply is to turn A/C into DC with a rectifier circuit. The Power Supply section of your Amplifier is a large transformer/Power Supply. They are designed to do the EXACT same thing. Why on earth do you think a PC will do a better job than the purpose-built power supply section of your Amp? The only scenario is if your Amp has a poorly designed PS section in which case you probably can’t hear the difference anyway. Please provide me wrong (not subjectively!). 

No doubt the power supply within amps is critical, first thing I look at with amps, only use monoblock amps at this point.  I want both to virtually equal what I see in stereo amps,  look at filtering and supply. Your amp should be quiet with this, I run tube SET with 103db sensitivity speakers, hardly hear any noise from power line.  Grounds important as well, I ran new grounding rod with equal length ground wires in order to not have grounds potential issue, no ground loops.

If you live in a 3rd World country or have cheaply built gear, a power conditioner might help. 

Otherwise, straight to the wall so you don't limit current...this is according to Nelson Pass, who also recommends using the power cord that comes with his amps.