State transition in the turing machine are not modifiable, but one of the core advantages of the TM is that it's powerful enough to emulate state transition. So you can model the states of the new machine as data, add the transition mechanism as code, feed those to the TM and you have a new machine that can interpret input that was unrecognizable by the previous one. That's how programming languages works.
So yes, you can't modify the actual embodiment of the state transition if it does not offer you the capability to do so. But as long as it interprets data in a TM manner (input and output are colocated and the alphabet is the same), you can write code that will interpret data as code and manipulate code as data. Not by modifying the base substrate, but by adding a virtualization layer on top.
That's less "code is data is a fact of computing" and more "if you ignore the part of code that's not data then all code is data".