To my mind there are two aspects to this, as follows:
1. Ensuring that the socket on your wall delivers a clean 230v sine-wave mains supply (IF this is important/worthwhile). The ONLY way of totally reliably achieving this is to run a large diameter (let's say 6 or 10mm2?) cable directly from your incoming mains supply cutout to the mains terminal on your equipment. No plugs, sockets, or fuses. Obviously this would not be safe or sensible.
Every connection you introduce between the incoming mains cutout and the equipment will potentially reduce the "quality" of the mains electricity. In a typical house ring mains circuit with let's say eight sockets on it (could be any number in practice) there will be approximately at least an additional FIFTEEN discontinuities/contacts between the incoming supply and the terminals on the equipment, each of which could introduce a varying amount of impedance and/or capacitance depending on how well they have been made. Not to mention switches, trips (MCBs) and fuses, each of which can degrade the signal in different ways. In addition the resistance of the cable will drop the voltage depending on how thick the cable is.
This is the real world of a ring main circuit, but whether it matters or not is definitely HIGHLY debatable and depends on:
2. Whether or not the power supply of your equipment can cope with the varying "quality" of the mains supply. The power supply is designed to turn the AC (alternative current) mains supply into a clean DC (direct current) supply for the electronics. The objective is a flat voltage with no ripple or hum, and these "impurities" in the DC voltage can be measured.
There are various VERY WELL KNOWN techniques in power supply design to achieve this and the filtration is likely to be extremely good, certainly in any high quality HiFi equipment. Whether the incoming supply to the equipment is a perfect sine wave or a slightly imperfect one is extremely unlikely to make much difference to the quality of the DC voltage that comes out of the power supply - it is of almost vanishingly small significance against the much bigger challenge of cleanly changing a sine wave into a DC voltage.
The above is the reality of the way in which your equipment gets its source of power. In my view people are surprisingly easily seduced by snake oil salesmen. Don't believe the hype - research the truth and be sceptical!