Some in wall/ceiling speakers need the housing for audio quality, others recommend it to ensure that after the drywall goes up the speakers still end up exactly where they were supposed to be. Many rough in packages are just plates that the speakers will attach to, they force the drywall guys to cut them out so you don't have to later.
They also usually have a way to make sure the speaker wire is where you want it, and not stapled to a joist or other place.
we are building a house and aren't sure if it is better to use in ceiling/ in wall speakers with or without a rough-in housing. Does the housing give better quality sound or longer life or is it necessary? Many speakers are sold without that just attach to the drywall.