FWIW, I took a Nevada CCW class last July in Washoe County from
Next Generation Training Solutions . The instructors were two Washoe County Sheriff deputies who are also POST and FBI certified firearm instructors. They didn't say anything about Nevada law requiring the use of HP ammunition for self defense (and I checked my notes and the material they provided).
I do prefer JHP ammunition for self defense for a number of reasons. It's most likely to be the most effect. And it does reduce the risks of collateral damage from over-penetration or ricochet, and thus reduces any legal risks that may flow from collateral damage.