Is there a name for "I don't mean to..., but" phrases?

"I don't mean to change the subject, but..." but you are changing the subject.

"I don't mean to interrupt, but..." but you are interrupting.

Is there a name for these type of "polite" phrases?

It is a fairly well known figure of speech:

Apophasis

or paralipsis, meaning to mention something by saying you're not going to mention it.

This could be seen as a technique of politeness, in which the person hedges around his real intention:

Techniques to show politeness

Expressing uncertainty and ambiguity through hedging and indirectness.

It could also be argued as "Polite lying", but I don't really think this is a case of polite lying, although it is a lie, and it is polite.

Or we could just be general, and call it "Negative Politeness", in which the person is being polite via making a request less infringing.