I think this isn't true; even if the model has the answer stored implicitly in its weights, it has no way of "citing it's source" or demonstrating that the answer is correct.
Prompt: "The year is 894 AD. The capital of France is: Response: "In 894 AD, the capital of France was Paris."
This is incorrect. According to Wikipedia, "In the 10th century Paris was a provincial cathedral city of little political or economic significance..."
The problem is that there's no good way to tell from this interaction whether it's true or false, because the mechanism that GPT-4 uses to return an answer is the same whether it's correct or incorrect.
Unless you already know the answer, the only way to be confident that a LLM is answering correctly is to use RAG to find a citation.
Eh... Does that really make sense to you?