With absolutely zero experience with in-wall speakers, I'll jump in anyway and say that a
minimum is just that. If 2x4 framing were best, they'd say
optimum.
Trying to think like a marketing copy writer (ouch - that hurts!
), knowing that most walls are framed with 2x4's, I would be loath to drastically reduce my potential market by saying explicity that they were anything but satisfactory. If I said that thicker walls were better, many potential customers would look elsewhere for a system that didn't recommend thicker walls. How's that for logic?
For the question about a room-size open volume behind the speaker: some speakers are designed to work against a tightly-sealed volume in a narrow range of sizes, and some others are best in a tuned system (specific volume of air and ports of certain size in specific places); neither of these would work well in customer-installed in-wall applications because there are waaaay too many variables in the actual installations, so I doubt any are that type.
I'd say the bigger the volume of air behind the speakers, the better, but I'm just shooting from the hip on general principles. Can you ask the manufacturer?
If the area behind your wall is going to always be open, then the dimensions of the framing makes no difference as far as sound goes. If it will be eventually finished, sealing the speakers between drywall on both sides, then the thicker studs
might sound better, but you would want to consider the cost/benefit ratio of more expensive lumber, harder work and wasted space against maybe (or maybe not) better sound.