Pex fixtures are becoming increasingly popular, but solid brass mixing valves are still the norm for most manufacturers. Many plumbers use conversion fittings on brass valves to connect to pex tubing in situations where using all copper tubing would be much more difficult and time consuming.
Unlike electrical connections, there are no code rules I am aware of that disallows unions or connections to be made in a closed wall. Whenever possible however, an access door or panel is installed behind bath/shower plumbing.(usually in a closet) When access is possible, shut off valves are also installed for both the hot and cold water feeds.