I agree that regulation of the B+ supply is not necessary, but I don't think output wattage correlates to supply wattage.
The supply posted above has a pretty stiff B+ pi filter so ripple is minimized. Since it is a preamp, current demand is relatively stable so sag is not a real concern in this application. Regulation here, I believe is an unnecessary complication.
One other aspect to concider, B+ sag, in many tube amplifier applications, adds a bit of "flavor" to the audio. This is particularly noticable in power amp applications where the supply is working harder.