I've never personally heard this, but it sounds like a joke the folks at my local cactus and succulent society would make :D

The only benefit ive had, is that they being to hurt less, and dont go so deep over time.

It has been know to wake me up a little more the second I get pricked.

I wear leather palm gloves and becareful of the opuntias I buy.

I have been cultivating cacti so long that the skin on the pads of my fingers have become toughened to the point that I can handle most lightweight cereoid cactus stems and globular species with my bare hands with no discomfort or problems - and that is a good thing for me because I like to position such plants and cuttings in the pot with my left hand when potting up while I feed the potting soil mix, using a spoon, with my right hand. I have a much better feel for the process using this procedure. Here is a (posed) pic of me doing this with an Arrojadoa rhodantha cutting:

This only works with lightweight plants/cuttings that have "regular" spines - I use tongs or folded newspaper strips to support Opuntiad/Cholla types that have very sharp spines/glochids or with heavy plants/cuttings - their weight causes the points of the spines to penetrate the skin.