Bullcrap. Other classes are much easier to pick up. It's the fact that Spy's skills are different, and relies on the psyche of the enemy players that makes him so difficult to master, because he relies a lot on situation.
A lot of the reason it's hard to have incentive to be a good spy is because you have to wait around doing nothing in order to go undetected, and once you actually do something, you may end up screwing up. The time you waited doing nothing could have been spent destroying sentries with a Demoman or healing Heavies or something.
So in order to practice as a spy and become better at it, you have to sacrifice some strength in your team if you are not good as spy. If you can master spy, then you will be a valuable asset, but a bad spy is a liability (a bad spy won't even serve as a good distraction.)
I am saying this as a spy that has been playing the class and making tons of mistakes... Most times I have played a spy, the team I was on lost.