Direct burial wire does not require conduit.

You can run direct burial wire in a conduit, often done when buried shallow and in need of physical protection (digging or critters) but then less expensive wire would do as well.

There are several grades of plastic conduit, thin to thick as well as metal. Which you pick depends on the risk of damage you anticipate.

Another reason to use conduit is ease of replacement or running additional wires with minimal effort. I tend to oversize my conduit for just this reason.