I am not sure if this is also called parallax. If not, I'd like to know what is it called?
"Parallax" is a term for the optical effect we see when we change our position in relation to things at different distances:
Due to foreshortening, nearby objects have a larger parallax than more distant objects when observed from different positions, so parallax can be used to determine distances.
Technically, the effect on that site isn't parallax, but since the techniques employed to do that were originally used to create a true parallax effect (implying depth by moving things at different speeds on scroll) the term is now used as a blanket word for doing things other than simply scrolling when users scroll.
There's another word for this, though: scrolljacking. While the effect can be very flashy and allow for some really clever designs, it quickly lost its luster for a lot of designers because of how jarring it can be to users who expect...well, normal scrolling behavior.
Personally, I detest scrolljacking most of the time, as it seems to really slow down my use of the site when I'm using a mousewheel. A touch screen or Apple Magic Mouse isn't as bad, since the action of flicking through is smoother, but with a typical mousewheel, the designer's smooth, clever animations end up looking very stunted and twitchy since the wheel has detents. If the design has tight affordances for where I need to scroll to, I may not be able to see a particular "page" at all, since those detents prevent me from stopping except at regular intervals.