Why is it good practice to remove sheathing from NM wire when going through conduit?
There is a widespread belief that the NEC does not allow NM-cable in conduit, but does allow THHN (the individual wires).  This belief is incorrect.

However, it is for some reason lesser-known that NM-cable cannot be used in outdoor conduit at all, stripped or otherwise.

So, the answer to your question is:  stripping is a common but misguided (unnecessary) practice when using NM-cable in indoor-conduit.  And it is not allowed at all when going through outdoor conduit, like in your case.