Yes, it's true. The GFI breaker in a panel doesn't have a ground connection run to it. A GFI receptacle's ground terminal connects only to the yoke and the grounding contact, not to the GFI electronics.
If you fit a GFCI on an old 2-wire ungrounded circuit, then the reason the GFI doesn't trip when you use a plug-in tester is that the ground pin on the receptacle isn't actually grounded. If you ran a circuit from the receptacle hot to a grounded object, then it will trip.
