That is news to me. I can't see the benefit here, but I'm sure some may.
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In general, winding two wires in the same direction on toroidal core creates common mode choke.
Noise/interference currents, same in both wires, induce magnetic fluxes that add together making high impedance (high inductance) for common mode noise - basically a choke.
Normal mode supply currents (differential) induce opposite direction fluxes that cancel (returning current is in opposite direction) resulting in very low impedance (inductance practically zero).
It is common technique used for inputs and outputs. Small inexpensive Balun transformers can be used in common mode choke configuration for the inputs. I'm surprised it is not used more often - very effective technique. With only few turns of heavy power cord it might be good only against high frequency radio interference but it should work. Try to put as many turns as you can. Choose ferrite with highest permeability if possible.