Might help a little, but the problem with that stuff is it's not rigid. I would use fiberglass or thin 1/4" pieces of press board/MDF.. or larger if it would fit behind the panels.
You will never seal a door totally... there will be air leaks around the window molding and there are probably drain holes in the bottom of the door.
Before I would do all that work, I would see if I could install in the kick panels instead... it's a better location for imaging/sound stage and a better enclosure, provided the speakers will fit.