The BM has a noise filter built into the internal power supply as well, but its main purpose is to reduce the noise on the power rails to the digital and analogue circuit. The filtering effect of the internal filter is not very steep so that the power rail impedance is not increased.
I have been playing around with a couple of inexpensive and simple mods to see if I can get more out of the PSU circuit. But the Olympics have come in the way so the project is on ice for a week or two for now.