Everything I've seen says that, to disable filling regions when one is using the Pencil tool, you just Shift-click on the color you want. But this seems to do nothing whatsoever: as I close up the final end of a curve with its initial end, the surrounded region still gets filled.

So how does one really disable filling in the Mac version?

Shift+click will alter the stroke color while click or shift+click on the "X" in the bigger swatches will disable Fill respectively Stroke color. Maybe call the Fill and Stroke panel to get a better overview.

No, that is NOT what happens! If I select the Pencil tool and either click or shift-click the big X swatch at the bottom left - so that is now says "None" below that X swatch, still when I draw a closed curve the inside immediately fills up with the same color as the curve as soon as I close up the final end to the beginning end.

Make a double click on the Pencil tool icon to get to its properties in the Preferences and check the settings.