It's true in some cases. I've had Griot's/Mother's and various versions/generations of Sonus clay be compromised by using shampoo mix as lube. If your clay and shampoo work fine together, well, OK...but when they don't you'll know it.
I'll sometimes still use shampoo mix or QD (usually #34 for this) as clay lube, mainly for small, quickie jobs, but I usually use Glyde (which is one slick, *soapy* lube). And I honestly believe that Glyde provides bette lubrication (than even Griot's Car Wash mix) and that my claying goes better that way. Other QDs sometimes cut down on the effectiveness of the clay (e.g. Griot's SpeedShine, Mother's Showtime to a lesser extent) and the ClayMagic lube I've tried works OK but won't replace Glyde for me.