Is there a way to discard/revert the changes I made with
InstallData/UpgradeData scripts without having to go to database and revert changes there manually?
I know there is
Uninstall.php, but it only works if your module is a composer package.
NO there is not (at least at the time I'm writing this).
The uninstall file, as you say, is only executed for composer installed packages.
For other modules you have to remove manually what you added via the install/update scripts.