Ask that someone to show you a code reference, if you wire in romex, most of the romex will be run exposed thru the attic, why then would it be required for only the jumper going from your furnace disconnect to the furnace make up box be run in mc cable, in short no is the answer.
As long as you comply with 300.4 d then it is ok,btw 300.4 d here has become a very important article in this area.it has even gone to lv phone lines since the potential voltage is more than 50 volts