I have read this too. I don't have personal data to back this up, but the reasoning I have read stated that local RFI (like household appliances) tended to be vertically polarized and hence more able to induce noise onto a vertical antenna than a horizontal one. I'll edit the answer when I find the references.
Meanwhile there are a few really excellent papers on the use of ferrite to eliminate noise from all facets of your shack, I highly recommend them:
Common Modes Chokes (W1HIS)
Cost Effective Ferrite Chokes and Baluns (GM3SEK)
EDIT:
After some perusal of the literature, including the ARRL Antenna Handbook, I see nothing scientific to back up the anecdote. Which reminds me of a quote, from whom I forget: "the plural of anecdote is not data".
That said, I found 2 addition items of interest:
- vertical antennas are omni-directional and therefore can pick all the noise there is to hear.
- A reference that stated that RF noise had random angles of polarization (something that sounds more credible to me) and that RFI noise below VHF travels mostly by ground wave and interaction with the earth attenuates the horizontal component leaving only the vertical component.
I don't know if item 2 is any less of an anecdote than the question at hand, but that's what I have found so far.