They don't latch as tightly, don't close against a stop, have a gap (usually not seen b/c top of frame is trimmed out) at the top where they hang from the track, and *may* have a bigger gap at the bottom than a hinged door (definitely true over carpet, if you want a hinged door tight to carpet you can manage to open and close it). So I'd say not a good choice if you are trying to built an "airlock".

Then again, the door to my mudroom stays open, I'm considering removing it completely (but mine is heated).

You can minimze the gaps if you want.

While pocket doors do not normally have a 'stop' on the off-side jamb, they can be added (even a pair of them).

Actually putting in weather seals is going to show more, but coupled with a stop on the off-side jamb a seal can be placed on the edge-face of the door to seal.

The loss of insulation space in the pocket is also going to increase heat loss.

A closed pocket door is still going to be better than no door or an always open door.

Pennsylvania building and energy codes do not permit an uninsulated door in this location between conditioned and unconditioned space.

You are required to install an insulated door with a U-factor of at least .35 or less unless you live in the extreme southeast of the state where you can get away with a minimum of U .40.

No pocket door will achieve this minimum U-factor even if using an insulated slab.

Bottom line: You will need to consider other types of insulated, non-pocket type doors between your conditioned living space and this unheated mudroom.