Apparently, this statement is not true.

Best to link to a credible source when putting out info about news events, etc., on social media

No, a millipede is not an insect; it belongs to the class Diplopoda within the phylum Arthropoda, which also includes insects, but they are distinct from them. Millipedes have two pairs of legs per body segment and are primarily detritivores, feeding on decaying organic matter.