Wall cavities can be used for a furnace return air duct, according to the International Association of Certified Home Inspectors. Doing so, however, can cause serious problems with temperature control and raise HVAC costs.
The primary issue with using a wall cavity as a furnace return air duct is the difficulty in making the air duct air-tight. Because of this issue, the cavity can cause air infiltration from outdoors and along its length, spreading pollution. The inability to make it air-tight can also cause air to leak from the duct, changing the set temperatures in various rooms that the duct travels through.
Those living in humid climates often find that the return cavities tend to lead to the growth and spread of mold. This is due to the cavities drawing in moist air from surrounding spaces. The cavities also tend to speed up deterioration of the building materials used to create the structure.
Another issue with the use of wall cavities as return air ducts is one of fire safety. Because the cavity is not built with fire-resistant materials, a fire in the structure can spread more quickly along the open spaces in the walls. There is the possibility of smoke spreading throughout the structure more quickly as well.