Hello Xavier,
For a voltage amplifier, you (generally) want the cathode resistance to have a very low AC impedance to ground. In the Quickie, this is why we bypass this resistor with a capacitor. In other kits, the LED functions to set the bias voltage while maintaining very low impedance to ground.
With a choke, the reactance results in higher impedance than the DCR alone, which is great for a power supply or plate load, but not so good for a cathode resistor in a voltage amplifier.
-PB