I have seen this argument most often from vocal, proud Trump supporters trying to explain away Trump's consistently low approval ratings. Why would someone so enthusiastically for Trump that they're willing to shout it to the world suddenly be circumspect about indicating their support in an anonymous poll with no human on the other side?
Of course, you can argue that those people are not the same groups of people. But there's no evidence that this thing exists, even when people have looked for it in the past (see "shy Tory effect").