"Tim Williams"
** The OP will of course complain that those are specially made ransformers - just like E-Core types used in tube amplifiers are specially designed with many layers of winding sandwiched together to reduce leakage inductance.OTOH - my comment was about regular, off the shelf AC power transformers. I have tested any number of them and at least in the step down role, bandwidth is around 100kHz.
Another plus is the extremely low magnetising current - right up until saturation begins. Means distortion products will be completely negligible long as the saturation limit is not reached.
The only drawback is sensitivity it DC current in the windings, so tube balance in push-pull output stages is critical.
... Phil