I've never heard of that and use my walking foot in reverse all the time since I use that foot for most of my sewing, including piecing. Perhaps it depends on the machine? Logically, it seems that if the foot were working in the opposite direction as the feed dogs when running backwards, you would immediately see problems with the fabric layers being pulled apart, and I've never seen that. If it's a concern for you, I would ask your dealer directly to see if there are any issues for your machine. They should know if it's a problem and should be able to explain why.
Nancy