not completely true. if going through a recruiter it will be a bit of bridge burning. They don't like to tell their client a prospect they found is no longer interested and it will effect what they send you in future. Its really not that bad though as mostly its a personal thing and they are business people and will get over it and do whats best for business. That is if your skills are in demand enough. The more you do it with a particular recruiter (not sure why it would be something that happens a lot) the less confidence they will have in putting you forward as a prospect.