I don't think that's true... Wizard of Oz and Love Never Dies, especially, had pretty big changes throughout the previews with songs appearing and disappearing.
It's a common misconception that shows can be "saved" or "fixed" in previews... They can't, and that's not what previews are for... I wouldn't say that's necessarily what the rehearsal process is for either. All the problems with plot and structure need to be refined during the workshop process. If you don't start rehearsals with a production that is pretty much perfected already, you have no hope of salvaging it in rehearsals or in previews.
Look at it like making a film: The writing/workshop process is filming, the rehearsal process is editing (maybe cutting bits, moving sections around, adding in the special effects), and previews are like colour-grading a film (adding that final gloss that ties every shot together and makes it look like one whole film).
The main point of the analogy is that you can't go in to the rehearsal/editing process without having all the shots "in-the-can". If you don't have everything ready to rehearse/edit with, you're going to end up with a pretty rubbishy musical/film.