The NEC 404.2(C) states that a neutral is required at any switch box controlling a lighting load. It goes on to list two exceptions, which essentially say you do not have to run a neutral to the box if the neutral can be easily run in the future. Some local codes require a neutral connection.
The reference to the WSD/WSX switch is made through the Neutral or Ground Screw. If a Ground is used, then the bonding strap between the neutral and ground screws is necessary.
The WSD/WSX are UL listed to UL916, which means they comply with the standard allowing them to power through ground, with the limitation of a max current through ground of 0.5mA.