Both red and black dimmers will work with a non-neutral, but that’s non-neutral with a permanently installed light fixture, not a receptacle. The electrical code just doesn’t allow that, for good reason.
I hear you. I think it depend upon how they do things in your area, or may even the electrician doing the work. My house is older, but I do have neutrals in a lot of places.
Do you have any other switch boxes in the bedroom? See if you have a hot/neutral pair in there. Inovelli is about to come out with a 5 button scene controller. If you do have a hot and neutral pair in another box, then you could swap the a switch out for the scene controller, using the native switch for it’s orginal purpose and using the other buttons for scenes.