Hi..I'll take a shot at these questions,
1) you don't need weights to free dive if you're not very buoyant to begin with...so muscular people, with thin or no wetsuits can easily descend just using their fins. For people NOT fitting into that category, a little weight helps to descend more easily.
2) You're talking about when they're actually diving, and not free diving, right? Well, a 2nd regulator (alternate air, octopus, etc) is now very common as safety equipment, but it wasn't always the case. My guess (if it's true they didn't have a 2nd reg...I didn't really notice...something else might have distracted me , ha ha) is that the actors just looked better with one less hose to clutter up the scene, so they didn't bother with the 2nd reg.
3) If this is during free diving, you're not normally down long enough for absorbed nitrogen to become a problem, and safety stops are not necessary. (for people making world record-class free diving attempts, they DO occasionally get decompression sickness, but for most people this wouldn't be a problem.) As for them doing the diving itself, I'd guess the actors were shallow enough/down a short enough time that a safety stop wasn't really needed. I'm sure the extras/stunt doubles who may have done most of the diving, might have done safety and/or deco stops. But again, for the actors themselves, showing them hanging out at 15' for 3 minutes isn't really very photogenic, and there'd be no reason for the director to film a safety stop.