Yes and no.
Man O’War ran at Saratoga 6x. He lost only once.
That once was the 2nd time MOW ever ran there - out of 4x that 2yo season. All stakes (only his debut, BTW, was not a stake).
In the truly old days, you ran FREQUENTLY, even at the great Saratoga when it was truly 1 month!
So, losing 1 race early, out of 6, even 4, really doesn’t represent quite the trope pundits like to push!