That is true, albeit not in all cases!
An alternative approach (that has some serious caveats) would be to do full backups of the DB directory, e.g. /var/lib/postgresql/data or /var/lib/mysql (as long as you can prevent invalid state data there) and then just starting up a container/instance with this directory mounted. Of course, that probably isn't possible with most if not all managed DB solutions out there.