NM Cable or Romex, is a chapter 3 wiring method. Rigid conduit is a chapter 3 wiring method. If you accept that you can run RG-6 thru the same hole as rigid, then whats the difference with NM cable?
The telecom folks, BISCI, do not recommend it, as it can cause interference. But the NEC does not care if you TV does not work....
And the code article for coax is 820.