No, Tony - that's not true for all OS's. Only the mainstream OS's. 

If you're savvy enough, there are ways to completely hide from the rest of the 'net, be 100% anonymous and still interact with it to pretty much whatever degree you want. Underground networks, etc. 

The 'net has some very dark roads that most people know nothing about. 

But this thread is getting off topic from it's own off-topicness.