In the USA, there are independent testing laboratories that certify a particular device complies with safety standards, robustness, suitability etc. The testing is ongoing and certification can be withdrawn should future testing fail. The CE mark is an EU mark. It is the manufacturer who does the testing, not a third party and the testing is not ongoing. Manufacturers often decide to cut corners and what may have been a “CE certified” device, would no longer comply with the manufacturers original test. With no outside oversight, what may have been somewhat safe, may no longer be.
In Australia there are no boxes, just holes in plasterboard.
It’s also illegal to do ANY sort of electrical work short of changing a lightbulb unless you are an electrician. We also have our own certification which the Sonoff has not undergone.
As such getting a remotely controllable light switch suitable for home automation legally installed is in the order of $200/switch here in Australia.
Hi
I missed these replies. But, to be clear, I’ve decided not to go down this route. The very fact I was asking the question meant it was highly unlikely 
Regards
Dave
@PIR Dave are you a lucky one in the UK that has Neutrals to your light switches, otherwise Sonoffs behind the switches is not an option anyway. I don’t so I ended up putting them in boxes where the lighting junction boxes are in the roof spaces… And I did put a 1amp fast blow inline fuse on the Sonoffs power side, as for the switch relay side MCB should take care of that and made such earth is continus etc