As I hope I made clear, such devices are designed to protect their outlet from the junk that lurks on the AC mains. That is a valuable, and necessary, service. It's only part of the job, however.
The standards that apply to equipment that is connected to the mains are intended to limit the amount of noise that such equipment can dump into those mains. It's very much like the regulations that prevent factories from dumping dirty water into a river. The rules don't reduce that amount to zero. If you connect a bunch of compliant, approved, devices to the same AC circuit, they will each contribute some noise to that shared supply.
Switch-mode power supplies have two big advantages for manufacturers: they are are electrically efficient, and they are small. This allows for smaller total package size, making them cheaper to build. They regulate the amount of power they deliver to their host equipment by rapidly turning the AC on & off. The longer, or more often they are ON, the more power they deliver. Reducing the ON-time reduces the amount of power they deliver. The downside is that the switching action makes a lot of noise.
They get their efficiency from the property of the transistors that they use as switches. If a switch is either ON, or OFF, there is either very little voltage drop across the switch, (ON = zero resistance), or there is approximately zero current through it (OFF = infinite resistance). Since power is equal to Voltage x Current, any product where one of the factors is zero, must equal zero. Zero power lost in the switch = zero heat = no need for huge heatsinks = small device. Wunderbar!
The noise comes from the very brief period of time during the transition between the ON and OFF states. The resistance is neither zero nor infinite, but some finite value in between. During this condition, there is a voltage drop across the switch, and current is flowing. This means that some power is dissipated in the switch. It also means that it produces elctromagnetic energy. This switching noise shows up as conducted emissions on the AC mains, and also as radiated emissions that can be picked up by any nearby antenna.
This electrical noise pollution can wreak havoc on complex systems that have many interconnected devices operating at frequencies that are close to those generated by the noise sources. Like digital audio processors and recorders, for instance. Hence the need for things like AC line filters and surge suppressors.
