I disagree with you that long runs of B+ are a problem, here in the house there are many meters of 230VAC carrying wires around. Of course you should take care of plug standards so you do not mix them up, but you have to be careful in all cases if you are playing with tubes.
The idea behind could be that it is the best to keep the relatively long distances at a high voltage and high impedance and then first at last transform it to the low consumer impedance. By the way, that is what the power plants do.
Long time ago I saw on the net that a person had modified/repaired an amplifier on the working bench and for some reason was unable to test it as it was in parts. So he placed the OPT near the speaker for other reasons and was surprised that it sounded better than normally.
My main surprise here is that nobody seems to be curious to try it, everybody says that it is a bad idea, but not why (except the B+). A possible explanation if it is better could be that the loudspeaker cable such to say disappears.
Søren