This is true, but it's a bit of an implementation detail. All I'm doing is a schema change; a migration is what the database does under the hood to facilitate it.
The database doesn't know how to perform a data migration for you, however. Sometimes it's possible to do it in SQL as part of the schema upgrade but that isn't always possible, in which case you need to implement it in the application. But regardless of how you implement it, it's still "data migration" because you're migrating data from one representation to another and your database won't always know how to do that "under the hood" for you.