It might help you to not think of switches as a device that uses power. The old-style switches (single-pole, 3-way, 4-way) are really points in the circuit that use no power and break the connection. Functionally they are like circuit breakers.

They don't use a neutral because power is only passing through the switch, not being used by it. Electronic switches are different and yes, they use power and a neutral. Neutrals are your return path to the breaker box.