Wiring guidance for a smart dimmer switch (Kasa HS220)
Yes, this is a classic switch loop.  Nothing unusual about it (except it's new to you of course, and a darned impediment).    Power (hot and neutral) from source into the lamp.  The switch loop wires do exactly what you found, and there (was) no reason for neutral to make the trek down to the switch. 

As of 2011, switch loops are required to bring neutral, typically using a /3 cable (black red white).  Precisely to support smart switches.  It is exempt if it's easy to retrofit a /3 cable. 

You cannot use this switch here, unless you go into the wall and pull down a /3 cable from the lamp.