For reals, though, adding wire to existing walls will require pulling insulated wire. Even if they used individual stranded/insulated wire that wasn't grouped together in one jacket, like romex, it still would have the chance of catching that nail unless you open the wall up and run conduit(which would be inconsistent with how the rest of your house is wired, most likely).
Romex, for some reason, has a negative connotation associated with it in a lot of ppls minds. It is just wire grouped together. It is a good product for its intended use. Not a lesser product for residential wiring, for the most part.