A box in the wall is nice, but you think its not common even in 2006 when our townhouse was built ALL the wall light fixtures were like this, just wires sticking out of the walls. The reason they get away with this is the light bars they use the wire goes in witha gromet and is essentially the grounded box that will contain the wire joints. What lots of people do is just remove this box and go "gee theres no box in the wall...shrug.." and then screw their light fixture to the wall and be done with it :)
BUT...you should put in a box, the junctions where your wires attach, should there be any problem you'll have a greater chance to start a fire should they not be in a grounded box. Its a $4 investment.
Edit: sorry I no read your post so good, me dummy. But I question this, where is your ground wire? Is the box in your current wall not grounded? If it is not perhaps this is a big can of worms?
BUT...you should put in a box, the junctions where your wires attach, should there be any problem you'll have a greater chance to start a fire should they not be in a grounded box. Its a $4 investment.
Edit: sorry I no read your post so good, me dummy. But I question this, where is your ground wire? Is the box in your current wall not grounded? If it is not perhaps this is a big can of worms?