Oh ya. I wouldn't run an extension in the wall - dad's an electrical contractor, I know better. The extension option was "run extension along the base board and cover it with one of those plastic wire management things so it doesn't look too terrible".FYI, extension cords in the wall are not code compliant. Powerwall gets away with it with special fire rated cables or something (it's been a while since I looked at them).
As far as what they use... from their FAQ:
PowerBridge kits purchased online from several authorized resellers including Amazon, which include a pre-stripped length of gauge 14/2 NM-type (ROMEX brand) in-wall rated power-wire...
The wording is terrible - but I think they're saying they actually use Romex brand in their kits.