You can hang things through it just as easy as drywall too. Light stuff just put it right into the lathe. Heavy stuff, with both types of walls you are going to want to anchor into a stud.
Looks like it's improved even further - I'm seeing that model listed with 512x384 resolution, and it's $300 on Amazon.
Pretty incredible! I felt like I was getting an amazing deal when I paid about $1000 15 years ago for a FLIR E4 that I could flash into an E8. I might finally retire that in favour of one of these.