It seems like pretty much all bench PSU's are linear and as such they waste a lot of power and therefore require more massive components like transformers. One of the big problems is that even with multi-tap transformers there are voltage settings that are going to result in the linear supply dropping many volts to output as required. If the tap voltage is, say, 18VDC and the desired output voltage is, say, 8VDC then it has to eat 10V at whatever the current is.
What if the PSU was instead a hybrid with a switcher front end that outputs a couple volts above setpoint to the linear section thereby reducing the power loss. Yeah, the switcher will be noisy and that's not a good thing, but if that section were in a Faraday cage and decent filtration were done to the output before going into the linear section then the final output should be as clean as a full linear but do so much more efficiently. Would also make for a reduced cooling requirement and a quieter fan system.
Brian