It's true, with the proviso that this rule doesn't apply to people who are already entitled to live in Japan. For instance, last time I flew to Japan one way, I had to show my Japanese residency visa before they'd let me board. I've heard stories of people being forced to buy onward tickets from Japan to Korea at the airport.
One trick I've heard of to get around this problem is to go on-line and buy a ferry ticket from Hakata (in Japan) to Busan (in South Korea) before you travel. Once you arrive, you can cancel the ticket and get most of the money refunded. I can't vouch for this myself, but other people claim to have used it.
But, of course, that still leaves you with the problem of being in Japan with neither a residency visa nor a ticket out of there. Overstaying your visa is not recommended.