Ah!
One contributing factor to my skepticism is that so far all those who made it a point to emphasize the chokes on the VGA output are all erm bling bling brand names targeting PC "decorators" as one poster puts it. Hence my immediate skepticism about the usefulness of the choke in the specific area it was being used in.
How about braiding/twisting the individual wires together the way network cables have their individual strands braided? Another bling bling PSU brand claims the same reduction in EMI/improvement in stability etc for doing so. Is this also the truth or marketing?