How the feck did you hear about that? Yes, it's true (unfortunatly) and still the butt of just about every marine joke in the book (and a few of mine, considering they're the 'other paras' to me). You're not on ARRSE are you?
You are actually right. The SAS are not fans of conventional fighting because, simply put, they might get killed and there aren't that many of them to go around. In general, if an infantry battalion with an armoured troop can't do it, it's probably not worth doing.
SAS soldiers are infantry; and they are the best. You can only join if you're one of the best of the infantry anyway, and then you get far more training than you would ever get in the regular army. SAS personnel who go back to their units are always very valuable. There was quite a famous incident during the war in the Falklands when an SAS section (in fact, it was one of John Hamilton's) radioed to say that they had encountered an Argentine company on the mountain that they were reccing, so the British sent in the marines who saw men coming down from the hill - the SAS section, who had destroyed the enemy almost completely.