True, but for the Z axis it is probably a moot point.
The mass of the carriage and heated bed will bias the assembly always downward taking up any play in the "nuts".
So backlash does not matter on that axis.
It is not possible with these steppers to accelerate the plate downward fast enough to overcome gravity and release the backlash.
It might however reduce noise a little.
Ball screws could actually make it noisier.
Ball bearing fans for example are often louder than sleeve bearing fans.
Lots of little parts moving around.
Maglev fans (aka: "vapo" bearing) are the quietest.
Most likely in @PaulS 's situation it is just a large sounding board being tweaked by step pulses.
It is acting as a big speaker.
I plan to replace the brass nuts on mine with Delrin or Teflon having around 4x the threaded length (I have scraps of both materials on hand).
I purchased a 4-start 8mm tap just for that purpose and hope to get around to that soon.
The X and Y motions are a different matter entirely and backlash will matter very much for them, as you said.