It'll look fairly ugly if the wall isn't chased and there's surface conduit running down the wall into the controller if a back box isn't used wouldn't you think?
That's before you even consider safety concerns such exposed electrical connections.
1. Use a recessed box as show in Wearb’s post above.
2. Mount back plate directly to wall.
From my understanding, You cannot fit the backplate within a box, it is mounted outside the box to allow the control unit to sit down on the plate and make the connections.
When plate is fitted directly to wall the connections are covered by the control unit itself which is mounted on the plate. If you use a surface mounted box then the control unit and connector plate will be proud of the wall presenting the hazard You cited of exposed connections.
In addition the screw points on the plate would not line up with a double box.
Perhaps I am missing something here, apologies if I am.