I believe that has been proven to be false under certain conditions.
Let me explain. For this to be true - I would have to be in space without an environmental / spacesuit. I would be dead. Therefore I could not scream.
If I was wearing such a suit - it would normally be kitted out with a communication device. If someone was around on the other end, and it was a live/active connection, they would hear me scream. If there was no one - there is a possibility that everything is recorded. They would hear the scream after the fact - but it would still be heard. Only if I was totally alone, the device not functioning, and no recordings visually or auditory in nature, could we say this would be true.
But as I am not in space - I still make a noise even though I do not have a voice