There' nothing inherently wrong with filtering everything except for spending $5000 when $50 accomplishes exactly the same thing, for example, if you filter everything that's plugged in, but only one plugged in device is the culprit.
The powerline and RF signals do not travel in parallel, but they are concurrent. Powerline difficulties are easy to fix once they're discovered.A filter is is to install, it may not be so easy to relocate a refrigerator or move a wall. RF interference tends to vary at any one time and RF is more easily disrupted. Simply walking between devices can sometimes block RF.
Also, powerline signals can travel much, much further than can RF signals. Consider RF as an assistant, except of course, for RF only devices.