I've got mine behind the rocks but not like built into it. They aren't invisible but they're not the first thing you see when you look at the tank. I think it helps that my sand is all in the front, the rocks and behind them are barebottom. You do lose a lot of flow, so you need to upsize the heads a little. You also want to make sure there's space for the fish to find a quiet place to sleep, if there's a lot of flow in the rock work I'd think they'd be uncomfortable. I like how it looks and I think it helps with nutrient control to not have a lot of settling back there.
If you're looking at photos of tanks, it might be that they removed the powerheads. Both to get a clearer pic because things aren't moving, and just to look cleaner.