I heard this line for several years and didn't believe it at first...still don't. Why in the world will it make any difference, legally ?
If you have to shoot and kill/wound someone in self defense, regardless of what ammo you use you have effectively set yourself up for significant legal issues. I suspect that whether the ammo was handloaded by you at home or purchased from Walmart will be way down on the list of important issues for you at that point.