Well, for a class A amplifier... there are probably miles of better options... like class D for one...

Most of those designs are written by people who don't really know electronics very well, but they do know superstition very well. So they do illogical things like use exorbitantly oversized capacitors for filtering. Which, besides being expensive and useless, compared to a proper switching supply -- they also tend to make things worse by drawing large peak currents, reducing input power factor.
In general terms, there are good reasons for doing this. Some examples: ESR, ripple capacity, aspect ratio / physical shape, redundancy, etc. Doing it, just to get the extreme capacitance value, is not a good reason.
Electrolytic capacitors have broadly similar ratings, so you don't gain much in electrical terms (the R*C product is roughly constant -- smaller caps have higher ESR), but you still get some help with physical inevitabilities like surface area. Smaller caps (more in parallel) means more surface area, which means more power dissipation for a given value (capacitance and voltage rating), which means more ripple capacity for the same maximum (internal) temperature.
Obviously, in a project where you simply can't fit a 30mm tall capacitor, you must use wider (or more) 20mm tall caps. Or even less. Laptops and other mobile devices often have board requirements such that no component can be over 5mm high. They use a lot of ceramic, tantalum and polymer type (chip package) capacitors in those applications.
Electrolytics generally have a predictable failure mechanism (i.e., too long at too high a temperature and the ESR runs away), so redundancy isn't really a thing, but it may be relevant for other types. Ceramics can be connected in series in case one fails shorted (usually for safety purposes); film caps are available with similar internal construction (double dielectric layers, or floating internal electrodes) for improved ratings as well.
Tim