I believe it is called an “Inline Citation” or “In-Text Citation”
Here: http://www.easybib.com/guides/citation-guides/chicago-turabian/notes/ I believe they could be referring to the “same thing” but lacking an actual citation (as in your example) simply as a “note”.
Update: During some further research I found this document from Harvard: https://utas.libguides.com/ld.php?content_id=21757697 a solid 48 pages just concerning notes and citations. I stand by my original answer that this is simply an “in text note”, or possibly a “parenthetical reference” (also known as Harvard referencing) but the document does provide fascinating (to text nerds!) further reading.