I was skeptical at first but after seeing a thermal image taken before and after installing a wall plate baffle, I was convinced. 

You can also measure a difference with an incense stick. On a windy day, go around your house with a lit incense stick. Hold it near a recessed light fixture or wall plate and depending on which way the wind is blowing, the smoke will either be sucked into the wall plate or blown away from it. That's air leakage for you.

Now, install a foam wall plate baffle and try the incense stick test again. This time the smoke will not be disturbed.

While the level of air leakage is greatly reduced, I have noticed on really leaky walls, the smoke will still draw into the plug socket holes. A simple plastic socket cover will remedy this, but if you use the socket a lot, it may not be worth the hassle of pulling out the cover each time. In sockets that are used only sometimes, we put in just one cap.