Not necessarily true these days. While oil still runs through the turbo, that isn't the primary means of cooling as it was with the first turbos that people remember having so many problems with. With a coolant line running through the turbo and a system designed to continue to flow the coolant after the car is shut down, you don't need to worry about cooling the turbo under normal driving conditions. If this was the case, SOA would have something in the manual about it.
However.....
If you are out racing your car, track day or otherwise, and you've really been into the boost, then you should let the car idle down for a minute or two before killing the engine. But, outside of that situation, you don't have to worry about it.
This is the reason why turbo timers are a waste of money these days.