Yes, any series resistance will cause a corresponding voltage swing when current draw is varied...but I wouldn't worry about it.
A higher resistance rectifier will do the same thing, as will the DC resistance of the windings of the power transformer.
A 200 ohm choke will drop 25V @ 120mA or so. I have some small open frame 10H 120mA, 200 and something ohm chokes if you need one.
This is not a "regulated" supply per se. Most amps of this genre run happily on unregulated supplies...in fact, regulated supply is a relatively rare and ambitious enhancement for a PP stereo amp. And if you regulate the B+, you'd better regulate the bias supply also..and it has to be a regulator with flat impedance across the audio band or else it might sound nasty...a slipppery slope.
Filter caps, aka reservoir caps, will provide a bit of juice to counteract this voltage drop action during current peaks.
But as I was asking, did you measure the B+ under operating conditions with the bias set and so on? If the tubes were not drawing current, you don't know what the B+ under load will be.
Yes, Dyna used this value choke and the argument could be made that it enhances regulation, but one time a guy who worked for him told me D. Hafler could give you change for a penny.
Inductance ain't free, ya know.