Not necessarily true (perhaps in your experience).

I worked in tech for 15 years as the concept of “Data Scientist” came online. There were several who I worked with (and I too am/was one). Not all of us wrote code.

Some are PhD mathematicians.

Some are PhD Physicists.

Some are PhD Social Scientists.

Some are engineers.

Some are analysts.

So, yeah, some are actually scientists by training. 100%. Not all though.