Most quality application specific speakers for on wall and in wall will indeed have a backer box.
This is a few reasons. First, it helps control the rear wave, which if left uncontrolled would wrap around the front and cancel the front wave. A backer less speaker installed in a wall uses the wall interior as the box. There is a range in such an application of box size volume, level of leaky-ness or airtightness, and other factors that in a very high end and refined speaker design you'd seek to control precisely to exact and intended result because they will effect the outcome and the sound. If your goal is accuracy (and it should always be with speakers) it's not the best move to introduce something that's going to lower accuracy or provide a range of unpredictability or change. So designs that lack a backer box will somewhat have this happening, which potentially means they are less accurate. A backer box speaker is able to be tested in a manner which is more accurate, so at least in theory the results could or should be too.
Second, as explained a lack of backer box will kill your sound isolation. The sound goes right through the hole where the speaker is, and the speaker, breaking your isolation. You also have that rear wave from the in wall to worry about, in some cases that is being put directly into the air space that's the interior and connected to your home. Your sound isolation will never be good in such a case.
Third, install is somewhat more advanced and specific on these higher end and application specific products. They are made for specific circumstance, such as mounting in wall to a baffle wall, or a surround in a column or side wall, so aside from the higher quality of install you will also get a generally high quality of sound because the speaker was designed to excel in the exact application you execute, and so it does. Speakers are about application so matching the application to the speaker choice will always provide a serious benefit in the quality of sound you get. If you mess this part up, it's over anyways, even if the speaker choice is an excellent speaker (in other applications).