I've often seen this claim, for all kinds of languages, sometimes even between two standard varieties of a single language. For a particular reason, I like to dig deeper. Invariably, the people making this claim are not very educated in linguistics, so it's not wonder this statement comes out wrong. And it is wrong. I challenge them to disprove me with a single counter example, and they are eager to do so. Typically the conversation goes like this:
Them: "You see, in my language we have ⅏⁝⏏⌸." Me: "And what does it mean?" Them: "The pain you feel when you stumble around in the dark in drowsy stupor and step onto a plastic construction toy brick with your bare foot." Me: "You just translated it perfectly, congratulations."
What they mean is: "there often is not a single corresponding foreign word or phrase for a word or phrase in my language", and that's fine; but very far removed from "untranslatable".