That's what the saying means. "The plural of anecdote is (probably) not statistically significant data" is not very catchy. Imagine if you had to say "a rolling stone (most of the time) gathers no (or at least very little) moss."
Or else it's biased. It's easy to fool yourself with a large number of anecdotes (listening only to like-minded people, for example), but "data" implies some directed collection was done and some thought was given as to what you're actually sampling.
Yes it is. It's just not (or probably not) statistically significant.