THHN is used in conduit due to the ease of pulling.
Also because flat cable like NM (Romex) takes a heck of a lot of space inside the conduit (since it twists, it must be treated as a round cable of the wide dimension).
Somebody wanted to put two 6-3 UF in conduit, I think it calc'ed out to 3" conduit. I actually drew it out in Illustrator, showed the pipe size, the cable size and swept area from twisting, it really did fill the pipe. Then I stuck six #6 THHNs and one #10 bare ground in there, and it was this little tiny nub at the bottom. Funny!
Neutral is required at all switch points begining in 2020 code
Not currently required.
The neutral on switch loop requirement landed in NEC 2011. As Jim Port said, it's waived if it's easy to retrofit, and for certain specialty circuits, but by and large, yeah neutral is currently required.
The only thing I'm aware of that happens in 2020 is a 2017 Code requirement that kicked on Jan 1 2020: smart switches can't bootleg ground as a substitute for neutral anymore. If you've ever seen smart switches that have a bare wire AND a green wire, that's what that's about. They need 2 because you can't wire neutral to the yoke.
For all the gory details
see here. (anyone else reading that, remember "grounded conductor" is NEC speak for Neutral.)