Dealing with cables on the walls

I would not recommend these. I researched them a few years ago when building and opted to just do them all individually. Coax (Quad shield RG6), cat 5e, cat 3, and speaker wire. It was actually more cost effective to buy them all in 500-1000' spools individually, than to buy a lot of multicable. Plus, the interference can be an issue. You could combine the phone and network use cat 5/6 for the phones, but again, it was more cost effective to buy them separately.

To the best of my knowledge, the only fire retardation requirements that exist for a residence apply to slowing the spread of fire between connected units - say in a duplex or row home.

In the case of your personal dwelling, there is almost no way to restrict the spread of fire within a residence without making it extremely inconvenient to navigate in your own home.

Now if you installed fire proof doors between every room, with airtight seals (ie: like your exterior doors), and fire retardant barriers like cinder block and fire-resistant foam between the walls, then your concern over putting a hole in your wall would be relatively worth considering, but I suspect that like most homes, these other barriers do not exist on the inside of your home, and so you're worrying over something that, in the grand scale of overall fire safety, won't amount to much.