Why do tube amplifiers have such (relatively) small reservior capacitors?
The energy stored in a cap is proportional to the square of the voltage -- so a 47uF cap on a 500V rail is storing as much energy as a 4700uF cap on a 50V rail.  That's going to be part of it.

Anything else is guesswork -- but I suspect that tube amps are less sensitive to power supply variation, and that people are just used to tube amps having a bit of hum.  This is audio, so someone will refute me.