It's hard to engineer a good class D amplifier, but you don't have to do that, you just buy a chip and read the application notes. Same reason why you don't need to engineer an SMPS, you buy a module (if you are a hobbyist) or buy a chip and read the application notes (if you are making a product).
If you are just gluing modules together, then just get the SMPS module and save yourself the weight. If you think you need a linear power supply, then why do you need a linear power supply if you don't need a linear amplifier? Just seems odd.
Because gluing modules together you can spend less money than buying an amplifier with similar specs, and because it's your hobby.
In the past, when I've built amps, it might have cost me something like $300 in materials to make something which would have cost me $1000 to buy. Back when I was a high school student and didn't have much money, that was a good deal.
If you are just gluing modules together, then just get the SMPS module and save yourself the weight. If you think you need a linear power supply, then why do you need a linear power supply if you don't need a linear amplifier? Just seems odd.