Being an old timer, I used Mercury Vapor Rectifiers a lot in the 50s and 60s. They have some electrical advantages, mostly their low ionization potential, meaning they had lower voltage drop than regular rectifier tubes. Another advantage is a reasonably high level of self regulation so supplies built with them would have less sag with higher current flow. So this might be audible as a tighter sound. They produced higher power out in the same circuit because of lower drop across the tube. But they also needed a bleeder resistor for constant minimum load because they were intended for use with choke input filters.
The larger ones, like the 866a last a long time, but a pair is needed for full wave rectifiers. They are not good for portable gear because they do not take well to extremes of ambient temperatures and might not start at all if the bulb is too cold. If ambient it too hot, they can arc. They need a warm up period with no plate voltage applied. We always used time delay relays if used by other people but usually dispensed with that if for personal use by someone who was familiar with their care and feeding.
If used in a guitar amp, their blue glow that was modulated by the current flow was really cool to watch. I never used them in an amp but in lots of higher power ham radio transmitters using AM or CW so the flashing of the rectifiers was a very nice visual effect in a dim room. They can also make noise, audible noise that was directly related to the current draw.
Later, high vacuum rectifiers took their place, like the 3B28, which could be used without the vaporizing waiting period, and over a wider range of temperatures. The sad part was the more modern 3B28 did not glow but were quiet and could be used in any orientation.
They ARE a hazard if broken. We did not take special precautions back in the day but now everyone is concerned mercury poisoning.
Your home owners insurance probably has a prohibition or exclusion that holds them not responsible for you getting your home declared a hazard site and you losing all your investment if anyone finds out that one broke in your house.