I’ve never tried, but perhaps like you, I’ve read that some folks experiment with this. The most probable benefit could arise if the typical ‘wall wart’ supplied injects quite a bit of noise into any nearby kit.
If you have a MC phono stage the huge gain can act like an antenna for nearby noise sources. So a less noisy power supply might be beneficial. However I can’t see how jitter would be affected, on which point I thought jitter was typically in the pico-second range so 2ms is surely significant?