It is absolutely true that for a great number of engines, Piston, Turbo-Prop, and Jet, that (primarily due to reduced back pressure) Thrust increases with increasing Altitude,
UP TO A POINT. Thereafter, the thrust decreases with increasing Altitude as "conventionally" accepted.
Thus, up to the point of maximum available thrust, Vmc will increase with increasing altitude.
A second point, as alluded to by
M_F_S, is that the rudder effectiveness depends upon dynamic pressure, thus for a given IAS or CAS the dynamic pressure would be the same. With Increasing Altitude, a given IAS or CAS is actually a REDUCING EAS, upon which dynamic pressure depends. From this, even if the thrust were to remain constant, the IAS or CAS at Vmc would increase with increasing altitude to maintain the same EAS.
M_F_S did after all say that that was the one paragraph version, this is Paragraph 2A and 2B. There's more.
Regards,
Old Smokey