When you use Task.Run to run a method, Task gets a thread from threadpool to run that method. So from the UI thread's perspective, it is "asynchronous" as it doesn't block UI thread.This is fine for desktop application as you usually don't need many threads to take care of user interactions.
However, for web application each request is serviced by a thread-pool thread and thus the number of active requests can be increased by saving such threads. Frequently using threadpool threads to simulate async operation is not scalable for web applications.
True Async doesn't necessarily involving using a thread for I/O operations, such as file / DB access etc. You can read this to understand why I/O operation doesn't need threads. http://blog.stephencleary.com/2013/11/there-is-no-thread.html
In your simple example,it is a pure CPU-bound calculation, so using Task.Run is fine.