Its not true as far as I know. Crickets are what we call soft-bodied insects, they are not, nor will they ever be "mostly exoskeleton". That being said they are not nutritionally sound and that's why we use vitamin supplements and vary the diets of our animals as much as possible. Much has been written on the nutritional properties of commonly used feeder insects. You may even find something here in the archives (I think, but I am not 100% sure)