That's a myth. The current legislation [0] says you only need a license to watch programmes when "received at the same time (or virtually the same time)" as broadcast - it doesn't say anything about requiring one to have a device which can receive live broadcasts. If that's the case you would be required to have a TV license to own a PC, as they can also receive live broadcasts.

[0] - http://www.legislation.gov.uk/uksi/2004/692