Yes, it is more immune to common mode noise. However, in practice the benefits might be doubtful because of the cable lengths involved (usually just 1 metre) and because turntables tend to be afflicted with non-common-mode noise where balanced cables won't help.
As it has been already pointed, you only connect the adapter (pickup) to the amp, and the adapter is inherently isolated unless one chooses to connect one pin of each channel to the Chassis. Otherwise by its nature it is a balanced output, just connect it to balance pair, shield it if so desired (always good) and there you have it.
As for the insignificant length of 1m.....having restored many tube radios I've seen much smaller distances resulting in hum. Thing is you do not necessarily deal with low frequencies which, truthfully, indeed would have little influence on anything this length, but you could have high frequencies modulated with low ferequencies, and those will get picked up and then detected, much like in a radio detector, and then amplified and sounded.
Again, may or may not be significant.
In any case, do an experiment, and if you cannot hear any difference, whether because there is nothing to hear or because you in particular cannot hear it, it is not then worth for you to waste your time on it; if you could tell the difference, then yes - do the balanced connection.
I have it unbalanced (SE) from the turntable to my C22 - it is DEAD quiet the way it is.