LEGO never confirmed or denied it to my knowledge. But considering that they released a tiger with a brick built pink butthole around the same time. I'm sure that if the tiger "meets their high quality standards" (to quote TLG), a little tongue-in-cheek humor like a Santa minifig with a naughty list will meet them too. ;-)
I personally suspect it was some logistical/production issue, or possibly something in the design of the sets or minifigs that didn't work out and was overlooked. Since TLG doesn't confirm anything, the only way we'll be sure if the rumour is true is if they release the set this year with or without the naughty list. If this year has completely different GWPs, we might never know for sure (and the rumor will persist too, I'm sure).