Yes these EBS volumes are encrypted. Earlier root volume encryptions were not supported but recently this encryption is also enabled (since Apr, 2021)
please find more details on the below docs page
https://docs.databricks.com/clusters/configure.html#ebs-volumes-1
Databricks provisions EBS volumes for every worker node as follows:
A 30 GB encrypted EBS instance root volume used only by the host operating system and Databricks internal service
A 150 GB encrypted EBS container root volume used by the Spark worker
