FWIW, I use powerline Ethernet and I can pick up HF just fine.
Unless I'm mistaken?
My guess is that the connection to your house to the service wires in incredibly low impedance, otherwise you'd see all sorts of voltage sags when you used a large appliance with an inductive load(or power tool). So any change large enough to affect the service line is going to go straight into your house. Circuits aren't directional(unless you have a diode or voltage/impedance follower) hence why it would impact the quality of power-line networking.
Additionally any sort of low pass filter(RC, LC or RLC) involves putting a inductor(P) or resistor(R) in series with the circuit(AKA your transmission wires) which isn't simple or cheap.
My understanding is that you mostly care about the minor reflections caused by wire junctions in a system like this, and that line headed outside is more or less a signal sink no matter what. It's possible a capacitor would need to be a bit further away than directly at the breaker box, but by the time you reach the pole I'm reasonably confident that absorbing the entire signal with $.50 of components and no inductor would be fine.
Is your house longer than 32ft/64ft? Those lengths are halfwave on 20m/40m and make a great radiator. For reference all I need is 5w to get out ~400mi so I'm sure these things are kicking off a ton of RF on those frequencies.
Fundamentally if you have an unshielded wire and you're driving these frequencies across it you're going to see RFI along those frequences(along with the harmonics).