Yes, this is very common for lineair power supplies.
Ever since the '70-ies or earlier they use transformers with multiple taps to reduce dissipation in the power supply.
Dave has made a teardown of the Korad 3005 power supply long ago, and you will find something similar in almost any variable output lab power supply.
A more modern approach would be to use an SMPS with variable output voltage as a pre regulator, and then a linear regulator (which drops just a few volts) to clean up the switching noise, but these are not so common. My guess is that if you want to make a low-noise power supply, then the cost and weight of a chunk of iron in a transformer is still attractive because it just does not generate any HF noise by itself. The weight is also not an issue for a power supply that just sits on a shelf.
There are lots of SMPS modules, which are cheap and practical for delivering lost of raw power, but these have quite some switching noise.