I'm no expert (nor do I play on on TV), but I don't think these sensors will work behind glass or plexi. I understand that they are supposedly designed for commercial use, but the ultrasonic transducer itself works by bouncing a ping off an object, and then using some circuitry and microprocessing to determine its distance. The very fact that it is designed to reflect off an object leads me to believe that it won't be able to pass through a piece of glass or plexi in front of it, and still reflect off the gun.
Of course, further thought makes me think that instead of pinging a signal off of an object, there may be one sensor transmitting a ping from the gun, and four sensors receiving the signal on the corners of the monitor - hence no "bouncing". But the same principle applies - if the sensor is behind glass, how can it see the incoming ping?
Of course time will tell. And even if some modifications had to be made for the sensors, they are barely larger than a half inch in diameter, so they could still be fairly inconspicuous. Who knows... with a robust calibration system, they could theoretically even be placed at the corners of your glass, way outside the corners of your monitor. Then the calibration routine could still allow accurate tracking.
Just random thoughts...