Whilst not having the statistics to back it up I suspect that "rumour" is utter nonsense!
My own observation is that any injury is very much the exception rather than the rule probably fueled by the TV celebrity a while ago who broke an ankle (I think) doing a tandem skydive.
If you are thinking of doing it don't be put off by this sort of scaremongering - yes, there is an element of risk but when you see the professional way in which all concerned go about the sport and realise that you are more likely to die whilst angling than skydiving you can go and enjoy the experience of a lifetime.
Not only that charity jumps make a significant contribution to the organisations concerned in a fun way.