Not true. I left a message for myself and I only got the notification from Google Voice.
I just "discovered" this today.
google.com/voice has a setting you can uncheck. I did this but I still got an SMS sent to me. When you go into the app, go to settings uncheck SMS notification there too.
Go to your launcher, and find GV, labeled Voice. Menu button -> Settings -> and uncheck the SMS notification setting. you should only get the notification from GV.
Hope this helps.