In a wall is a possibility and is certainly where many swarms wind up. JP, Schawee, Jim (Beemaster2) and others can here can testify to that.
I think it seems like a bit of a waste, and obviously in a suburban or urban area it wouldn't be a good idea, since they'd probably just end up in someone's wall.
no more so then wild bees or a commercial op near by which always through off swarms. If there wasn't a way into the wall they wouldn't be there. They don't bore holes.
No matter the source of their origin, be it from a feral hive, commercial op, or a even a beekeeper which is diligent in inspections, even those keepers will have and lose swarms.. And as you say Brian, if there wasn't a way in they would not have a place to enter. The reality is there are few homes 'if any' which are 100% bulletproof and so much buttoned up that the bees can not find a way into walls behind (bricks, blocks, siding etc), ceilings, attacs, soffit areas, porch columns, etc. .. No one is blaming the homeowner or the beekeeper, or even Nature with feral hives, it is just a reality..
If doesn't help if a beekeeper simply doesn't care if his or her bees swarm, which I think is Reagan's point?.. To neglect their bees allowing them to go wherever...
Just for conversation and food for thought, even Aunt Bee from the Andy Griffith show had bees enter her personal home once upon a time.. JP removed a swarm from a girls home that was an Actor/Star on a TV zombie series thing which lives in New Orleans, (I can't remember the name of the show)... 'Almost' no one is immuned from bees entering their home if bees want in, there is usually an opening just large enough somewhere ....
Phillip