Why don't they make 4 wire Romex

Go to a real electrical supply house. They'll have it or can get it.

I googled "4 wire" romex and got: Results 1 - 10 of about 4,670 English pages for "4 wire" romex

This was from the third hit (part way down the page)

We have what I call 12/4 Romex. Red, Black, and 2 White in romex. We use 3 or 4 wire home runs whenever we can.

Lou

There are two types available. 14/4 and 12/4 have the black, red, blue, white, and bare ground. 14-2-2 and 12-2-2 have a black, white, red, white with red stripe, and ground. You need to go to an electrical supply company to buy this stuff.

now I have

homr depot sells it localy

Home depot and Lowes both have 12/2/2, but you certainly don't need it for 3 way switches.

BTW, your white wire controlling a light is not illegal. It may be against code however if you don't remark it with tape.

As someone else pointed out, for a "switch loop" you can make a white wire hot. And, of course, you CAN get the 4 wire romex (in TWO types of marking) that you want.

You might consider just accomplishing what you want by separate the circuits and using, for example, the 2 wire romex for the outlet. Even if the 2 wire romex runs between the same two boxes as the 3 wire romex, you should only connect the two neutrals at the source end. The general idea is that the sum of all the currents in one romex should be zero.

Home depot sells 12-2-2, I had my hand on a box today. $72 for 250' It is red, black, white, white with a tracer. You can reidentify one of the whites to any other "phase" color.

They do.

What's "illegal" about that?

Because you're not shopping at the places that sell it. Try an electrical supply house, instead of Home Cheapo.