That the premise in the question seems to hold can be seen from various sources, including:
- comparing the datasheets of various clones of LM317 and LM337 (too many to list, but generally the datasheets for the latter recommend more decoupling on input, about an order of magnitude more than for the former, e.g. TI's datasheet for LM317 recommends 0.1uF input/supply bypass, whereas the one for LM337 recommends 1uF for the same.)
- related to the above, the TI datasheet for uA78xx has a split rail power supply schematic where the decoupling for the positive regulator is less than that of the negative one. This is reproduced below.
- the Analog appnote MT-101 shows worse PSRR for the negative pin than the positive pin:
So the question is why is this asymmetry usually present.