Have the university refuted the claim, though? I agree that there must be evidence in the form of a letter, as ethics committees provide formal responses. It may have been verbal advice, though, prior to formal application.
I can understand measured advice being given if the level of ethical approval needed is more complicated and high level than the level of study warrants (e.g. an undergraduate wanting to interview problem drug users for their dissertation through the NHS). But there would have to be valid time and resource issues to consider, as well as the level of experience of the student, and how they wanted to recruit. There are also complexities around the level of risk and sensitivity in the subject as well. But 'politically incorrect' does not capture these nuances, it seems a cop out.
So yes, it would be good to know more about the context and content of this advice.