Interference suppression coils for 9V DC adapter for audio equipment
The power supply in the picture is a 9V unregulated linear power supply.
Because it is unregulated, it will output much more than 9V when unloaded, so your measurement of being more than 14V is perfectly fine.
And because it is a linear power supply, there is no high frequency noise you should be worried about.
Switch mode power supplies can have some noise on output, so that's why the other power supply you linked to has just standard noisy switch mode power supply and it needs the extra filtering to get rid of the noise.