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I was curious too so I looked through their cut sheets real quick. It’s worth noting first that yes they absolutely are big gaps in the insulation – as are any doors and windows. These are especially bad because they’re usually used in large applications of 4+ doors in a row, otherwise you’re not really getting much benefit over just double french doors. For insulation – they offer multi-pane glazing options which can raise the R-value of glass system significantly (though not really to the realm of a wall usually). It looks like in some of their applications they have available thermally broken systems. I’m looking at this from the P.O.V. of the aluminum door frames, and what they do is have another material (which I’ve forgotten the name of while reading further) which acts as a separator between inside aluminum and out.
For air penetration, it looks like they use the same kind of defenses most other doors would use. In the closed position their side framing locks together and seals with rubber gaskets and the top framing at the track locks into the track. At the bottom track they use two layers of brush-type weather stripping, which isn’t perfect. They also have an optional raised sill to help with water penetration in situations where that may be a problem, which also looks like it would help with air. But I think that would be avoided if possible because flush sill tracks are sexy. Either way, the company I was looking at (Nanawall) definitely claims to meet the federal minimum requirements for air penetration.
When it comes down to it, this kind of product isn’t typically for someone who is going to worry about moderately elevated energy bills. Either because they have the money that it’s not an issue, or because they live in a climate where they want to keep their house open as much as possible anyways.