You don't need to have a CS degree to be in "Data Scientist". In fact, I would argue that you need a statistics degree. There is a difference between a data scientist and an engineer.
1) They often lack experience with messy (i.e. real) data 2) They sometimes lack experience with programming.
Data science, as currently practiced requires some CS, some stats (with a focus on experimental design/observational analysis) and communication skills.
These skills are rarely taught together in undergrad, but lots of PhD's acquire them by accident, hence the propensity of PhD's to end up in these roles.