Yeah this is true, especially important if you're relying on it as a large part of your diet and might be deficient in certain things... Rice in some places (the US included) is generally fortified with a bunch of vitamins and stuff, and apparently polished white rice especially is usually fortified just by spraying them on the surface of the grains, so rinsing it can strip away most of the added vitamins. If your diet is varied or you supplement those vitamins other ways I don't imagine it's a problem, but that is why the package often says do not rinse. And generally there isn't really any dirt, bugs, etc. to remove in my experience, maybe it depends what rice you buy and in what quantity, but unless your rice has quality issues like that the main reason in favor of rinsing is texture (which is a totally valid reason, the extra starches make the rice significantly different which doesn't quite fit for many recipes)