Categorically untrue. Western RPGs are unique in terms of how much effort the developers go into world building. We're talking sometimes libraries within the game filled with multiple page reports detailing past wars, political strife, factions, city histories. We're not talking like the typical jRPG open a book and you get one sentence about something; we're talking a very real drive to make a world feel like it has existed before you and will exist after you. Not only that, because Western RPGs thrive on dialogue trees and choices - a blessed advantage over jRPGs - there is a constant re-feeding of world information, whereas if you talk to someone in a jRPG you're lucky to get one line of dialogue about how you're welcome in the town or some shit.
I don't know how anyone could argue against this point, for whatever else one may feel about jRPGs. Western RPGs develop their lore like it is going out of style, whereas jRPGs are much more concerned about the 'here' and 'now', which is to say if it's not somehow directly connected to the events of the main story likely they're not going to bother developing it up. That's quite unlike most WRPGs.