I have never wired a house in which running the speaker wires
exposed was an option.
Exposed wiring of any type is subject to damage and just looks a bit "ghetto" IMO.
Even houses with solid block walls usually have some type of wiring chase or fir'ed interior wall surfaces.
In any event, structurally and legally, there should be no problem with drilling holes in the soleplate.
Unless of course, you have direct access to the interior of the outside wall from the basement!
.
All houses are different.