Many tube circuits benefit greatly from having a regulated B+ supply. The most obvious advantage is that the regulator provides a constant voltage. This makes it much easier to ensure that the DC operating point of the tube amplifier remain within their specified ranges. In addition, a well-designed regulator provides significant ripple reduction, which, greatly reduces and ideally eliminates any hum caused by power supply ripple. In addition, a voltage regulator ensures that the output impedance of the power supply is as low as possible – and ideally remains low throughout the entire audio band. In short, a well-designed voltage regulator will make the power supply act as closely as possible to an ideal voltage source.
Tube amplifiers also benefit from using regulated DC on the filament/heaters. There are many reasons for this, the most prominent being the dramatic reduction in hum resulting from DC heating. This is in particular the case for directly heated tubes, though, indirectly tubes benefit as well, in particular in driver and line stages.