I haven't seen THHN that wasn't also THWN labled, at least not since I can remember.
I assume manufacturing expediency probably makes the conductor in NM-b the same wire, without the marking. Unfortunately that keeps us from ensuring compliance so we are obligated to fail it or 90-4 it.
I believe the paper packing is probably why NM is not OK in wet/damp locations.
A telling thing is when I search "wire" manufacturer sites for NM-c I get UF.
