What filament material is safe to use as in-wall housing (US)?
I haven't tested the commercial "blue boxes" used to hold 120/240&nbsp;V electrical outlets, switches, and splices to see how they behave when heated.  As such, this argument is based on intuition, which is intrinsically flawed as a logic device.  Never-the-less, I think the no extruded molten plastic (FFF) 3D printing filament will work.

The purpose of the junction box is to contain an overheating connection or switch and prevent it from causing a fire in the wall.  Any FFF filament will have a melting point below the ignition point of wood, and would therefore flow away from the overheating point.  It seems that any thermoplastic with a "normal" melting point would have this problem.

You might look at UV polymerized printing resins, such as are used in the Stratasys Objet, Form Labs, and Prusa SL1.  These printing processes aren't constrained to use plastics that can be melted or heat softened.  Because the polymerization can involve more aggressive crosslinking (polymerization) that FFF materials, they have the potential to be good for a higher temperature.  

As an example of a high-temperature, non-melting plastic which could perhaps have an analogue in SLS resin, polyester "casting compound" is cross linked by a methyl-ethyl-ketone-peroxide catalyst to form clear solid.  24 hours after the polymerization starts, the solid does not melt under the influence of a hot air gun.  I tried to melt it and it would not melt.  It slightly softened, but the plastic cup I had cast it in was dripping away -- but the polyester was not melting.

I looked through the Stratasys materials and Form Labs materials and did not see a much higher temperature material.