Yes. However it is not an unconditional and perpetual exception for every journey she ever undertakes. Rather it refers only to the journey which is her migration from Dar al-Harb to Dar al-Islam. She is permitted \ obligated to escape without impediments such as the absence of a mahram or being in the state of iddah.
قال البغوي لم يختلفوا في أنه ليس للمرأة السفر في غير الفرض إلا مع زوج أو محرم إلا كافرة أسلمت في دار الحرب أو أسيرة تخلصت
Al-Baghawi said: They did not differ concerning the fact that women are not allowed to travel for purposes other than the obligation (the obligatory Hajj) except with a husband or mahram, apart from a kaafir woman who becomes Muslim in dar al-harb (non-Muslim territory) or a female prisoner who is released.
— Fath al-Bari - translation from IslamQA
واتفق العلماء على أنه ليس لها أن تخرج في غير الحج والعمرة إلا مع ذي محرم إلا الهجرة من دار الحرب فاتفقوا على أن عليها أن تهاجر منها إلى دار الإسلام وإن لم يكن معها محرم والفرق بينهما أن إقامتها في دار الكفر حرام إذا لم تستطع إظهار الدين وتخشى على دينها ونفسها
The scholars are unanimously agreed that she should not go out for travel other than Hajj and ‘Umrah unless she has a mahram with her, except in the case of migration from dar al-harb (non-Muslim lands). They are unanimously agreed that she must migrate from there to a Muslim land even if she does not have a mahram with her. The difference between the two is that her staying in the kaafir land is haraam if she cannot practice her religion openly and fears for her religious commitment and for herself.
— Sharah Nawawi - Sahih Muslim - translation from IslamQA
Also note that some scholars have noted that when she reaches a strong Muslim army then she should stay there and cease travelling.