I’ve heard this many times, but I don’t know if it rises to the level of “it’s known”. It’s not even clearly known that “gluten intolerance” exists outside the context of celiac disease, and sourdough definitely does not help with celiac.
There is a theory that “gluten intolerance” is actually intolerance of certain sugars, sometimes called FODMAPs, that are found in wheat, rye, barley, and quite a few non-cereal foods. I’ve never seen a paper about this, but I could easily believe that many sourdoughs ferment those sugars, making the bread more tolerable.
Finally, a little anecdote about gluten intolerance. I know someone who claimed to be gluten intolerant. She felt much better when she avoided gluten. At one point, I baked a fresh challah, and she decided to make an exception and try the challah. After eating maybe a pound of challah all by itself, she felt terrible. And lo and behold, we had a diagnosis! Eating large amounts of bread made her feel sick! Now she eats bread in moderation and she feels okay :)