I've always wondered about that - they do go through a lot more walls than my Wifi. I hit their limits the other week though when I used a few wireless pars at home for Halloween. They can't get through a double skin brick wall, two thick breezeblock walls and a further single skin brick wall over a distance of about 40ft. My home Wifi router can't get through half that.
To save on antenna's I've been using some of my fixtures with stubby antennas (4.5cm?) because I kept breaking off the 9cm antenna's they're shipped with and I've yet to have one drop out on me.
Julian