They're not die integrated*. They'd be more accurately called co-pack, or hybrid or module.
*The ADI (and now others) monolithic transformers (ADUM series) are actually good for a little power, up to a watt I think. These are still silicon substrate and photolithography process, but the insulating layers are polyimide and the conductor is copper (IIRC), and the scale (layer thickness and feature size) is much larger than your usual semiconductor fabrication. (Not necessarily that they're using an intentionally sloppy process, just that it's big fat coils, because that's what you need to handle power.)
IIRC, the power isolator ones run around 200MHz and are in the range of 50% efficient. Crummy, but possible!
Tim