It makes me happy that there's some technical discussion on this thread. One thing I'd like to add is that linear power supplies are better for AV systems because switching power supplies have a lot more RFI and electrical noise, which can be a problem when you're dealing with small analog signals. (This noise is also why cheap wall chargers can cause your phone's touchscreen to malfunction, since they have very small signals which can be overwhelmed by noise.) So they aren't using linear power supplies just to make the AV box more impressive, but for functional reasons. (See www.ti.com/litv/pdf/snaa057b which explains why unregulated linear power supplies are good for audio systems.)
My point with AV equipment was that these things tend to have somehow standardized sizes and mostly empty cases. Thus shipping cost tend to be dominated by "volumetric weight" and not real device weight. EMI/RFI from SMPS is valid concern for these applications but not as significant as it is often claimed to be.
More significant issue is cost: you need power supply that supplies slightly weird voltage rails that essentially has to be custom, even off the shelf SMPS modules tend to be significantly costlier than wall warts and you don't have any reason not to just stick big transformer in there (even more so because you essentially don't care about regulation of the more loaded rails)
