They are correct. Us the UF, not romex. I wouldn't run conduit in any
place that has a chance of flooding even by a power outage to the
sump.
Lou

You'd have to use UF, not Romex (NM) if you were to direct bury it.
Conduit is cheap and allows for pulling new or additional conductors in
the future. You generally don't run Romex in conduit either, you usually
pull individual THHN conductors. Moisture in the PVC conduit will
certainly happen, but rarely bothers the conductors in it.