They are correct. Most of the figs, at least the fresh ones you would buy in the US, are parthenocarpic. Dried figs, or what might be in a fig newton, well... you're on your own on that one.
There is an amazing amount of wildlife in a wasp pollinated fig. If you break one open, all sorts of interesting stuff crawls out, not just immature wasps, but also a lot of organisms that prey on the wasps.