Ferrite messes up the sound. So, why do we have ferrite coils on the output of all class D amps? It is because they are smaller, cost less, have less resistance, run cooler and have better contained fields so there would be less rf outputting the amp. It is not because they sound good. If you use a better sounding air core coil the board has to be bigger, the coil costs more, you have to use a large gauge coil to get the resistance down, and you might have to add more shielding in the amp to make it pass rf standards.
You got that right at least!! and it’s why ML in their megabuck class-D flop, use big "air cores" in their No.53 monoblock, and used 4 of them in series to get a far steeper slope to cut the switching frequency noise out, so it doesn’t affect the audio band phase integrity.
https://www.stereophile.com/images/styles/600_wide/public/011212ML53-600.jpg