ROS2 requires colcon build for any changes in python script?

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I have been using ROS-melodic so far and my python package runs as I changed in the code without any catkin make however I just realized ROS2 is not working like this.
Every time I change the code, it requires colcon build to reveal its modification. Why this is needed?
Is this is intended feature or I am doing it wrong?

FYI, I am using ROS2 foxy on ubuntu 20.04 laptop. Installed ros and workspace as described in the manual.