Why common mode filters are usually found on AC input stage and not the output stage of an isolated smps?
For differential noise, the DC output is easily filtered by the internal reservoir capacitor on the output. The output common mode noise can be trickier.
That CM noise mainly comes from capacitive coupling between SMPS transformer primary and secondary. The leakage capacitance might be in the order of 100 pF and, this can mean that there is a lot of switching CM noise on the DC output. This can be removed by using a common-mode filter but, only if the SMPS has access to an earth point allowing the CM capacitors to shunt the noise away.
On smaller SMPSs that don't have an earth connection (i.e. that vast majority), the problem is &quot;solved&quot; by a Y capacitor from the DC output to the rectified mains DC bus. This is usually in the region of a couple of nF: -

It's not ideal but, it's a numbers game and &quot;good-enough to meet EMC requirements&quot; is &quot;good-enough for most folk&quot;.
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Regarding the input side of the SMPS, if an earth connection isn't used, any filter can only reduce differential noise from getting onto the AC mains. Note L1 and CX1 on the circuit above.
If there is an earth wire than it's likely that the SMPS power output is significantly more than a conventional wall-wart and then, a CM filter will be needed. Given that in these circumstances the CM noise on the DC output might also be excessive (more power = more noise usually), a CM filter might also be required there (and make use of the earth wire).