I remember the claim when I worked at Ameriflight (1988-89). Yes, the claim is true. Many left and went direct to United. Of course, they were women. I fly at World Airways with a pilot that went straight from a PA-31 to a DC-10. One of my AMF class went direct to UPS. These are the exceptions to the rule, not the rule it's self.
You have to do what's best for you. If that means going to a regioanl, then do it. Most of my friends at the majors went from AMF-communter-major.