Yes, it's true. You can't lock luggage. I travel frequently and know this. You can use a TSA approved lock - for which they have a master key.
My stuff has been pilfered in the past, and I know of others who have had their stuff taken.
There are only 2 kinds of luggage: Carry-on and Lost. Make your choice.
I've said it before, I'll say it again. If you want it there where you get there, Fedex it to yourself.
[color:"red"]DO NOT TRUST THE TSA WITH YOUR STUFF. [/color]