No that’s not true. They should only have a bath is there is a medical need to do so - at the end of ringworm treatment, a bum bath to keep back end clean in an elderly piggy who is no longer able to reach to keep themselves clean etc.
Bathing isn’t necessary or good for them if they are otherwise healthy.
My eldest piggy is 6 years old and is still keeping himself perfectly clean, he’s never had a bath in his whole life.