Correct, all sponsor and petitioners must report address changes within 30 days of moving if an I-864 is in force. The I-865 must be mailed.
i-865instr.pdf (uscis.gov)
"If at any time in the past you completed Form I-864, Affidavit of Support, to sponsor an immigrant, you are required to report your change of address within 30 days of the change if the sponsorship agreement is still in force.
NOTE: Each sponsor must submit a separate Form I-865 to report an address change, even if sponsors share the same address"