The extra boost isn't what gives you knock; the extra heat is. This is why you can change nothing other than adding an intercooler, drop pulley sizes and see no knock. So yes, that's an accurate statement. All things equal, denser, cooler air is more desirable.
Otherwise we'd have to up pulley sizes in the winter when the air is cooler/ denser but we don't because the accompanying temperature change offsets the increase in air density (and more).