This myth hasn't become any more true over the last few years, but it sure has become more common. Pinkies have more water and milk than larger rats or mice, but they still contain the same nutrients as larger rats and mice. Some people actually inject rats and mice with water to try to hydrate their snakes (a silly idea in my opinion, but no one says that destroys the nutrients in the rodent).
Having said that, you'll definitely get better bang for your buck with one larger rodent than two pinkies, but two pinkies are better than one if one pinky is too small a feed, and each pinky does contain nutrients.