Yep, they're most likely lying and doing this to assert their superiority. And you have to be very careful when you utter things like these.
It's all great as long as you're on your little cloud, but once the misery of balding strikes your life directly or indirectly (boyfriend balding), it will hurt like hell.
I'm thinking about my cousin's ex-girlfriend here, mocking me, telling me I looked like a sphynx, that she could never be with a man without hair, "I need to be able to run my fingers through his hair, a bald man, never!" And when I asked her what would she do if my cousin went bald, that he's probably carrying the genes etc. "Oh he will never go bald." A few months later, my cousin starts losing his hair in clumps due to AA, becomes half-bald in the worst kind of way, develops bald patches all over his head and is forced to shave it.
She stuck by him of course. They broke up a few years later, after all his hair had grown back, for different reasons. And all of a sudden, she was like "no it's not that bad, it's just hair after all, he's still handsome to me!" Gee, what happened to the "I could never be with a bald man!"?
Lol at these arrogant people who utter this nonsense. It's all great as long as you're shielded from all these bad circumstances (who are part of life after all), but once it directly affects you, you're going to tone it down for sure, it's called maturity. It's great to be thinking "I'm hot and on top of the world, and anything that's below me in any way is not worth my time!", on the moment, why not? You have the power and you will not suffer from any negative consequences, at least not directly, but when your little bubble bursts (and it will burst, everyone's life is a tragedy to an extent)...
I've met people who were mocking others (usually in their late teens) who suffered from tragic events in their lives, because they were always shielded from them, they thought there was something wrong with them somehow, they were like "I don't want anything to do with these losers! These things don't happen to good/normal people!" *Cringe*.
Again, this cannot be underlined enough: do not listen to what people say, watch what they do! How many girls have I heard say: "I would never date a black/bald/short/right-wing/whatever guy!" only to be seen with a guy who had the characteristic they supposedly abhorred a few months later.