devtools::document() not creating data.R man files

In my R package, I have documented some functions and data in the roxygen2 format, but running devtools::document() only produces .Rd files for the functions I have documented, and not the data. Here is the entire contents of my data.R file:

#' Coordinates
#'
#' WGS84 coordinates of select communities.
#'
#' @format A data frame with 2 variables: \code{lon}, \code{lat}
"coords"

Shouldn't running devtools::document() create a coords.Rd file in man/ as well?