Outside of HHH and Steph, none of the managers/valets/authority figures have entrances these days.
I think it's a corporate decision. Why this is so is anyone's guess. I think Punk made a pretty valid observation about this with Maddox and at that point, I almost got the feeling that he was taking a rib at that particular corporate decision.
No. He's a manager/advocate/agent, he doesn't need a theme song. Theme songs should be reserved for the wrestlers, the focus should be on them and Heyman is clever enough to know that. He had a theme song in ECW because he was a focal part of the show, he was the brainchild of the revolution, at this point in his career, and with the role he's playing right now, he doesn't need it. Just because it can be done doesn't mean it should.