Yeah, I think that's a total misconception. I can't think of anyone off the top of my head that doesn't take their shoes off at home. Hell, I don't even tend to wear shoes at other people's houses. Basically anytime I set foot in a house with people I'm relatively comfortable with I take my shoes off, and they generally do as well. I'll only leave them on if the relationship isn't so personal or close, and then only if I'm not asked to take my shoes off, which I often am just because, as has been said, I think most people generally like to keep their floors clean, etc.
So yeah, I say you've been told a myth.