Here is a technical explanation of linear power supply vs switch mode:
https://www.circuitspecialists.com/b...ode-vs-linear/

A linear power supply is often preferred for CNC machines. My understanding is that SMPS can generate more electrical noise (as it is switching currents on and off rapidly), and you don't want stray signals interfering with the drive signals.

Also, as I found out, the linear power supply is relatively straightforward to build, although you need to work out a few things first such as the size of the transformer. But there was lots of help on this site for the specification of the components (have a search for linear power supply build) - obviously you need to be sure of yourself when working with dangerous mains voltages.