Pretty good demo. Mostly on the mark but warning... techno babble follows.
Because witched Mode Power Supplies (SMPS) are inherently noisy and house wiring makes a good long-wire antenna, this this type of noise (conducted emissions) is limited by law in most countries. Conducted emissions are measured and must be below certain Threshold limits to comply. The regulations were origninally designed to protect TV/AM radio reception amonst other things and are updated to keep current with technology. It would be highly unusual to find any commercial product with a SMPS and no X and Y caps (along with other components) for powerline filtering.
I disagree with the statements about Bluetooth and typical "smart" wiress devices suffering from this type of interference. SMPS operating frequencies are in the 10s-100s kHz range and their conducted noise tapers off below 30 MHz. Well below the GHz frequencies BT and IoT products communicate at. Guitar amplifiers however are susceptible to SMPS noise.
He's using an antique O'scope but Conducted emissions are much easier to see and measure with a spectrum analyzer.
It's good that he mentioned the voltage rating of X and Y caps. They have to withstand lightning induced powerline surges sometimes so a kV rating is typical. It's worth mentioning (but he didn't) that a discharge/bleeder resistor is necessary with an X cap for safety.