This is correct. It’s most common that you want to transfer only your model between environments but leave the data itself evolve independently.
If you want your data to be available in your production (digital ocean) instance you must create them there. There is currently no official way to transfer data across environments.
However, you may want to checkout the Config sync plugin
which lets you export/import chosen data types from/into DB into/from JSON files. It is commonly used to transfer configuration types (i.e. content manager layout, locales etc.) but can be used to transfer any data type.