Running a low-voltage audio cable through a wall; with or without conduit?
Commercial occupancy? In the US, the two main things you have to be aware of is penetrations in fire rated assemblies and cable jacket ratings for commercial low voltage. 70V speakers don't count as high voltage, it's the same rules as network cables (CAT5/6 or Fiber).

Typically commercial low voltage installers will use plenum rated CMP cables everywhere to simplify things, and then use intumescent fire caulking to seal any gaps in any wall penetrations in fire rated assemblies for small bundles of wires. Usually 3-4 wires or so.

In situations where they need many wires (10+) they'll put in a short piece of conduit, and use intumescent fire caulking to seal the outside of the conduit to the fire rated assembly, then put their wires inside the conduit, then stuff the hole with mineral wool insulation and/or intumescent fire caulking. 

If this isn't a fire rated assembly, and you're using plenum rated cable, then pretty much anything goes. Doing whatever looks the most visually appealing and professional usually takes precedence, but that's probably because the rest of us don't really know the rules. I probably shouldn't suggest to do something just because everyone else does it that way though. 

I can't speak to your CL2 cable though. In a residential abode you shouldn't have a problem unless that wall cavity is being used as an air return for HVAC, but in commercial everything above the ceiling is usually used for HVAC return air, so plenum rated cable is all that gets used so it's all I really know much about.