I was always under the impression that the constant voltage adjustment to regulate the constantly changing incoming voltage generates the audible noise in these regulators.
The key word is constantly. An analog, so called linear regulator does NOT wait for a change, then have a delay and then react.
Look at it as an analog amplifier (which in fact it is), and as every of such it regulates immediately, constantly, within its maximum speed range.
So there is no switching noise generated, because there is no switching or stepping going on. It greatly reduces the noise that is on the unregulated power supply side.
To get the best out of this a proper grounding scheme for the whole circuit is necessary. Regulation is in reference to its reference voltage input, this needs to be the center of the grounding starpoint.
A common mistake is to use a point at the unregulated side as grounding starpoint, where hum and noise currents are floating.
Further filtering (by caps) is best done close to the supplied circuit, to reduce supply impedance.