This is one of the claims that I've often seen posted on auctions for cheap Canon Macro tube sets and this claim isn't true.  Although like most things on eBay you will often find cheap low quality knock offs of more expensive models, there are still some decent third party macro tubes out there.

Of course the best quality extension macro tubes are going to be the Canon EF 12 II and EF 25 II, you can also still find the mark I extension tubes but you must make sure your not going to want to use a EF-S lens with them.

If Canon is out of your price range or you want an macro extension set with a three varying sizes that can be stacked you may want to check out the Kenko extension tubes.  Cheaper than Canon but these do have the electrical connections to enable aperture setting and possibility auto focus, although auto focus is not vary good at macro and manual is probably best.