I've heard this too and my OB said it's one of those things that is generally true, but there are definitely exceptions....like that helps

My first was 7lb 3oz born at 36 weeks and my second was 8lb exactly, born at 38 weeks. When you take into account the two weeks difference in gestation between them I would say mine would have been pretty close to the same size - had my DD gone to 38 weeks she would have been close to 8lbs as well by then.