I did consider using an external PSU last year, but I rejected the idea at the time, as I wasn't sure whether linear supplies were worth pursuing at all. If there had been no benefit with an integrated supply, I wouldn't have been able justify the additional effort to make an external supply.

Having heard the benefits though, it may be worthwhile, though I'm slightly slightly sceptical. If the equipment was suffering from PSU interference, I think it would be heard as a hum, but I never heard any of that. Much to my relief.
Ironically, its probably SMPS that have more to gain from fitting in an external box. The amount of radiated noise and interference they kick out must be bad. In the RF world, 50/60Hz is virtually DC, with just a bit of indutive coupling to worry about.

Controller like the 861 and G68 have lots of space to play with, and its probably the players and slimline equipment where a big linear PSU in a seperate box would be most worthwhile.

The downsde to external boxes, though, is the increased power supply output impedance due to the additional cables and connectors. The 5V load at least is not insignificant, and variations in the load will modulate the supply voltage as received. The controller loads are pretty steady, though, so perhaps its not really much of a problem. Players are probably a bit different.

nick