This seems to be the rule in most cases. However, some exceptions include:
1. Radiohead - "In Rainbows" -- Was recorded independently by Radiohead and released under a "Pay what you want" basis along with a hard copy that included a vinyl hardcopy and CD.
2. Nine Inch Nails - Year Zero (2007)-- This album was released by Reznor as a free digital download and Reznor also released the master tracks and encouraged remixes of the work.
3. Nine Inch Nails - Ghosts 1-5 / The Slip -- Reznor released these under the "Creative Commons Attribution Non-Commercial Share Alike" license.
These acts obviously did not get popular from releasing their music for free, but set an important precedent for releasing artistic content DRM-free.