In the paraglider context that cannot be true. My neighbours attended an 'extreme' paragliding course. Intention canopy collapses, spinning etc. All done over the sea on the basis that many fewer injuries occured....
If you go on one of these courses there are support boats on hand to fish you out pronto. It could be that paragliders are safer, in that you may benefit from wearing a buoyancy aid. In a hang-glider you would risk getting stuck under the wing. However, it's a very different situation from an unplanned ditching.
The other difference here is that during paraglider aerobatics, one of the risks is of the canopy collapsing into a bag of washing. It's the paraglider equivalent of a stall-spin accident whilst turning final. It doesn't really compare with your average forced landing in a tree scenario.
If you crash a glider on land, it's common to survive fairly serious injuries including being knocked unconscious; multiple broken limbs etc.... If you crash in the water something simple like a stuck harness strap or being winded can prove fatal.
I suspect there are a lot of unreported incidents of gliders ditching, as they're likely to be the sort of accidents where you either die or survive without injury. However, it's not a risk to be trifled with.