No, they didn't. Alphabet was created as a parent company in 2015 and uses the similarly vague "Do the right thing" in their code of conduct. Google itself still has "Don't be evil" in their code of conduct, unchanged. Google needed Alphabet to not be Google (or they'd get fined to hell) so having everything identical wouldn't have been a smart idea.
That this easily Google-able myth is so pervasive is a wonderful microcosm about online gullibility and laziness.