In wall subs are cool in concept. You get way less output per dollar than in room subs. But sometimes the trade off in dollars is acceptable if you absolutely cannot fit anything into the room.
Personally, when space challenged, I solve it by getting something like the SVS cylinders. They have a very small footprint, and great bang for the buck.
If Triad is of interest, Dawn here on AVS who replied to your post, is a dealer and you can email her for more info. Triad sells only through dealers and while they are designed to be part of a home theater installer's solution, most of their dealers will sell direct if you talk with them.
For the record, I love Triad, but their in wall subs suffer from the same price premium that others do. decibel for decibel, you pay a lot more for the same performance for in wall, versus in room.
And yes, to answer your question, on average you will have more sound leakage from something in the wall, versus in the room. Will you have more rattling? It is possible, but a competent installer can help minimize that. (Again, this can increase the cost of in wall solutions.)
Note that the POLK you mention are down 3db at 36hz. For many people, that is not really a subwoofer at all. And even if you find them for $600 online, you'll need to also by an amp for each one, which adds a few hundred to the cost. Plus, to say it again, they don't really get into the subwoofer frequencies. So you'll end up paying about $1k each and get less bass than a $500 in room sub can deliver.