Don’t worry, you’re not doing anything wrong. When you first convert an app, Forms are indeed ‘Module Forms’ for backward compatibility. This allows you to convert your app without rewriting any import statements.
You can convert your pre-existing Forms to be Package Forms as and when you wish. In fact, all Anvil apps let you switch any Form between Module and Package mode at any time - but it’s squirrelled away behind an ‘advanced’ menu because it’s only really used for converting legacy Forms.
Here’s a guide to migrating your apps to use Packages: