Is it so different to run a power cable rather than speaker cables?
Will you also put a socket in the cavity to plug the speaker cable into? What about any fire/safety regulations that might apply? 

Short answer, yes.

Longer answer, I could see issues.

Sonos in particular runs off of standard power sources. Getting those installed can be challenging in walls, and I feel certain that building codes vary, perhaps wildly, in various jurisdictions, which might limit the number of sales one might make.

Then there’s the manufacturing costs for design, setup, packaging, marketing, etc, which might, given the low market numbers, potentially make such a device prohibitively expensive.

There could also be the varied cost of moving outside of Sonos’ current market, which is standalone, self contained units, which might be an impediment as well. Note that the current ‘in wall’ speakers sold by Sonos are actually not Sonos Devices at all, but instead made by a company called Sonance, which Sonos has partnered with in one specific line of those speaker, but Sonos does not make themselves. 

I just don’t know, nor do I have the resources to do the market research, to see if such a thing would be economically smart to do. From a personal perspective, I’d love it. If I were running Sonos, I’m guessing there are some challenges.

Building codes in the US would make this sort of product difficult to install. “Socket in a cavity” is not compliant unless the cavity is an approved box that allows access. As a retrofit, one would need an always ON power source in the ceiling and this is not typical. Attempting to steal power from a nearby ceiling light would be problematic because the light will be switched or on a dimmer. Also, more and more new construction uses low voltage lamps.

There are self powered in ceiling speakers in the professional sound contractor market, but they require custom wiring that is building code compliant.

Not sure what real estate policy is in different locations around the country,  or world for that matter, but generally, anything in the walls stays with house when you sell it. So, I would not want yo leave potentially $1000s in speaker hardware in my home when I leave. I don't  mind a few hundred dollars of 'good enough ' passive speakers when I move.

In my area the sales contract could explicitly exclude the in-wall speakers. Otherwise, the speakers could be removed prior to placing the home on the market.

The most silly example I have seen is the Lithonia Lighting 6SL RD 07LM, a plug-in speaker/LED combo that retrofits into a can light fixture.  It is Bluetooth, and has a rechargeable battery so you can turn off the lights yet still play music.  But not too loud (metal can as a back-box, yuck!) nor too long (battery power, sheesh!).  There is a similar GE-branded (==Savant?) gadget but without the battery, which only works when the lights are switched on, but has a remote to “mute” the lights with power applied.

It’s telling that one of the first self-powered speaker manufacturers, Bang & Olufsen (who also did multi-room audio long before Sonos), chose not to do this.  Their in-walls and in-ceilings are now manufactured for them by Origin Acoustics, and require a separate amplifier, running just speaker wire to the speakers.  Even the previous BeoLab 15s, which had electric motors in them to angle the speaker down toward the listener, still used only low voltage cables to the speaker and despite B&O claiming they were “active” speakers, still had a six-channel BeoAmp 1 in a closet somewhere.  (Fun to watch the motorization, at least: https://www.youtube.com/watch?v=0mo7GVviGmc

I remember seeing devices like this and thinking that the optimum location for lighting is rarely the optimum location for speakers.  While it seems ‘neat’ to combine the two and cut down on the number of devices in the ceiling, you aren’t getting the best of both, you are likely getting the worst.

Even then, having a gapping whole in the wall isn’t that appealing for home buyers.  It would have to replaced by a passive speaker that happens to match the size (or larger)...and then speaker wire to an amp, or the same powered speaker that is being replaced, or a wall patch.  It’s just appealing.

Another point is the replacement cost for upgrading tech.  If, for example, you want to replace your existing speakers with something that works with an new audio format, or multiroom tech.  You would have to replace your entire speaker with something else, that may not be the same size, and may not even be active.  In which case, you’ve got electric wires you don’t need, and now have to run the speaker wire you were trying to avoid originally.  On the hand, if you just went with speaker wire and active speakers, you can leave the speakers as is and replace the amp or audio source.