Yes, "dry" aluminum electrolytics still contain a liquid electrolyte, but it is absorbed into a separator paper layer between the 2 foils. I guess they should really be called "damp" rather than "dry".
"Wet" electrolytics actually contained loose liquid, which you could hear sloshing around inside. You couldn't turn the chassis of old sets upside down, because the liquid would come out of the vents at the top of the capacitor cans.
Further information on both types:
Wet Electrolytics
http://www.faradnet.com/deeley/chapt_03.htm
"Dry" Electrolytics:
http://www.faradnet.com/deeley/chapt_07.htm