You are correct. Columns added through the Data Editor are “virtual” columns. The Data Editor does not actually modify the sheet in any way.
I see their purpose as an easier way to add special column values without having to create complicated formulas in the sheet. All the new column options use the existing data in one way or another. It also allows for values in those columns to be updated instantly in the app. Otherwise there can be a lag when data is updated in the app, transferred to the sheet, updated in the sheet by formulas, then pushed back to the app.