Is media volume only now integrated into Android? The following app: media volume only allows you to only change the media volume on Android phones(and phone when using).
Have briefly experimented with phones in stores it appears this feature is integrated now into Android.  Is this correct?
Yes, this was a change introduced in Android 9. Prior to Android 9, volume buttons controlled ringer volume.
See Handling changes in audio output  |  Android Developers

Users expect to be able to control the volume of an audio app.... By default, pressing the volume control modifies the volume of the active audio stream. If your app isn't currently playing anything, hitting the volume keys adjusts the music volume (or the ringer volume before Android 9).

(Emphasis added)
You can see the same in the review of Android 9 by Android Police Android P feature spotlight: Volume buttons change media volume by default instead of the ringer.

By default, pressing the volume buttons on Android Oreo (and below) will change the ringer volume. If you're currently playing media, the volume buttons change to control the media volume. Starting with Android P, the volume buttons now control the media volume by default. No more accidentally setting your phone to vibrate.