I find increasing filter capacitance is audible, it does affect an amplifier's fidelity.
But it's not the mains ripple you are reducing in the hopes of getting better sound. This is counter to most intuition.
Adding filter capacitance can make things sound worse... if the amplifier does not have proper grounding because you are increasing the peak ripple current. This shows up as more 2xmains (100/120Hz) hum occurring and head scratching because the smaller filter capacitors were quieter.
Rectifier reverse-recovery time is also longer with higher peak currents, you'll need to consider snubbers across the rectifiers to reduce RFI.
It is the (rail's) 1/2 wave audio ripple under load, that adds intermod distortion, poorer channel separation.
Some audio power amps have poor PSRR and say 10kHz ripple can make it through the internals. It's not just 100/120Hz happening there.
Power supply rail noise scope picture by Bonsai; taken from
hifisonix.com Ovation Power Amplifier 150W at 8ohms.