This is definitely true. I say this as someone who has performed classical music in various venues like Carnegie Hall etc. (http://magarshak.com/piano) I started as a kid when I didn't feel much stage fright at all, and after a break of a couple years I remember the stage fright coming on. I was a pianist, so what if I would make a mistake? Feeling like I needed to calm down and concentrate caused the jitters. Whereas traning to express yourself and just perform in the moment takes it away.
In general, accepting some kind of discomfort helps the body to accept it and deal with it. I discovered this a few years ago when walking through biting cold and deciding to EXPECT the sensation and accept it. My body kicked up the temperature production, and I felt a bit like that guy who can regulate his body temperature naked in the snow. Although of course less genetically adapted than he is :)