Hey Filip,
Yes, that's correct. For example, if you change the status of your AdGroup, the status of each of its keywords will remain the same. One reason for this is that it allows you to pause or enable all of the keywords in an AdGroup by simply changing the status of the AdGroup. It would be far more expensive and time consuming if you had to also update the status of (potentially thousands of) keywords.
Cheers,
Anthony, AdWords API Team