The simple answer is that Scheme is not untyped: as you noticed, Scheme programs can use values of several useful types. Still, people do mean something when they say Scheme is untyped, they mean something that is better expressed by saying that Scheme has a dynamic type system. Let me (eventually) explain.
When people say "the untyped lambda calculus", they call it untyped because all the values it deals with are of the same type: combinators (you may have heard them called "functions", too). Programming in such a language feels dangerous because you have to keep straight in your head what kind of thing you wanted to represent with each value. The system has no built in help to catch your errors.
Languages people actually program in tend[^1] to have more help telling different sort of values apart, this extra help is in the form of (1) a richer collection of types for the values the language lets you talk about and (2) error messages you get when you attempt to apply an operation to a value of a type for which the operation is not defined.
In some language implementations, programs can be compiled or preprocessed in some way prior to being run. If you get error messages about using values of the wrong type during this compilation phase, before running your program, the implementation is said to use static typing.
If either (1) there is no compilation or preprocessing phase or (2) there is but you still only get error messages about using values of the wrong type during the running of your program, then the implementation is said to use dynamic typing.
Most (all?) Scheme implementations use a dynamic typing system. There are languages fairly similar to Scheme which have an implementation using static typing, such as Typed Racket.
[^1]: There are languages that people have actually used to make software where all values are essentially of the same type, such as most computer's native machine languages, assembly languages and BCPL.
nil : List
andcons : a -> List
and it is now perfectly statically typed. That is what I don't get: it seems like you could infer the type of any term like that, so why not just say Scheme is statically typed?