What you have heard is completely untrue. Countries issue passports to their citizens abroad all the time, and those citizens use those passports to return to the country of issue. If what you have heard were true, it would be impossible for countries to issue passports at their consulates abroad, or to mail them to their citizens abroad. It wouldn't make any sense.
Furthermore, EU countries (still including the UK as of this writing) do not stamp passports of their own citizens, so there will be no indication in the passport that your son hasn't yet visited the UK.
On top of that, the UK does not directly examine or stamp the passports of anyone on exit; they eliminated systematic exit controls several years ago as a cost saving measure. The only way they'd know that the passport wasn't used to leave the UK is that firstly it was sent to South Africa and secondly there is no record of its use in their computer systems.
What's more, most countries, including the UK, consider their own citizens ineligible to receive visas. So there's no way you can get a visa for your son. Instead, use the passport.
Whether the passport has ever been used is not important. UK immigration officers do not routinely examine passport stamps or travel records of the people they are admitting to the country. UK immigration officers must admit anyone whom they believe to be a British citizen, regardless of the documentation used to prove British citizenship, because British citizens have an absolute legal right to enter the country. UK immigration officers see dual citizens every day, and if there should be any question about your son's status in South Africa, his point of departure, you can show his South African passport.
