No, and, to the extent it was ever true, it would now simply be superstition. Photocopiers do better or worse with different colors, especially an old copier, but that’s not usful for today’s forgers and especially for fake autographs. The trick for selling contemporary signed sports & celeb stuff has nothing to do with the appearance of the pen marks and everything to do with authentication confidence.
I did have a bank teller …tell me only black ink could be used for a deposit slip or something mundane. Again, it’s not true but I wasn’t in the mood to argue at the time.