In the context of this exercise, yes. Because everything from the CAGED system lesson is done in the D scale just for the sake for consistency.
But let's take an exemple:
1 -5-
2 -7-
3 -7-
4 -7-
5 -5-
6 ---
This is a D chord in A shape. You know its a D chord because the root note (5th fret, 5th string is a D) is a D. The A shape simply refers to the shape your finger takes which is alike the A chord taught at the very beginning. So on this chord, you would play the D pentatonic, Major scale because thats what works on it.
Now let's take raise it all by one fret:
1 -6-
2 -8-
3 -8-
4 -8-
5 -6-
6 ---
This is an A shape stilll however its not a D anymore. it was raised by one fret. So now, its a D# in A shape. And now if you take a look at the pentatonic and major scale that play over this, you will simply notice that its the same pattern as previously only raised by one fret to adapt to the new note!
The CAGED system is not limited to one key. Papa gates uses the same key just for consistency. However, the CAGED system is a pattern that can be used in any key if applied correctly! Hope it helps!