For this test I'm using a small 5V 3A Mornsun SMPS.
In both cases the supply was loaded to 2.5A
The first two pictures (next post) show the added capacitors and the 1X probe attached within 1cm of the PS terminals
The green traces are with: Added 10uF and 1uF capacitors, 20MHz BW limit, and 1X probe. The first of these traces shows the ambient noise with this setup.
The blue traces are with: No added capacitors, full 600MHz BW, and a Tek 10X P6205 750MHz 1.5pF probe. Again, the first of these traces shows the ambient.
Note also the time base and vertical changes between the green traces and the blue traces.
You can see that using all that filtering you really don't see the actual noise being produced by your PS. The ripple is essentially the same but there is a significant amount of HF noise that you would not otherwise see. You are figuratively sweeping the dirt under the carpet when using the ancient "industry standard" method.