Using a line filter transformer for audio?
A common-mode filter like this (for instance): -



Only performs decently when the circuit side (not the AC side) is a low impedance and that is what you will get when placed at the input to an AC powered power supply. The coils and the circuit's low impedance act as an attenuator or voltage divider. Noise is reduced by several tens of dB optimally.

If you use one of these on an analogue input it will likely offer no reduction in RF because the impedance on the amplifier side will likely be several kohms and thus not form a decent potential divider for noise.