But you do need to have it filed in order to file a copyright infringement lawsuit, that's part of the requirement for a copyright infringement lawsuit. He can sue, but it can't be for copyright infringement without a legally filed copyright.
That is very true and opens up another can of worms that I really hope comes up if this case actually goes anywhere. Does he own the dance or does NBC? That's actually important because that will affect both this case and the possibility of his copyright. Of course, that also goes with the question of, did he actually create the dance or did someone else and he just performed it? What I am trying to get at is, this a copyright mess and it's actually really not easy for me to sum up everything wrong with this case without writing an essay on it.
Nope, no need to file for anything. That's just lawyers wanting to make money off of you. There are no "real" legal advantages to registration. The only thing it helps with, is proving the date of the creation. (Which, if you never published anything, is practically impossible otherwise.)
For example with this specific case, the date of creation is clearly known as sometime before the first air date of the first episode that used the dance. This is a simple fact anyone can confirm, making registration a very expensive useless thing here.
I am however interested in seeing this play out, just like you, but for different reasons: I'd like to see the USA start to recognize copyright on dance moves. Excluding choreographers from copyright protection is pretty mean and inconsistent, since practically all other art forms are protected.
As far as the things you are wondering about... that's pretty clear-cut, actually: the dance is most likely owned by the studio that made the TV show (not the actor, and definitely not the TV channel!).
The actor created the work, but the studio hired the actor AND locked it into a tangible medium (video tape, most likely), clearly making them the "potential" rights holder (again, if there were rights to begin with, which there aren't in this case).
The TV channel only has a license to redistribute the final work (the TV show), by for example broadcasting it.
This all is unrelated to who came up with the "idea" of the dance, by the way. Ideas cannot be protected and thus cannot be stolen (patents get close to "protecting an idea", but those are for "solutions to technical problems", and a dance created for entertainment is hardly a solution to a technical problem).
Oh, and there's also trademarks, but those are for company/product logos. They only protect a certain symbolism in combination with a certain product type or business area. That's completely separate from copyright, and most logos are protected with both trademarks and copyrights (though one without the other, or even neither, are also quite possible).