I can attest to it being true. I've had quite a few rocks explode on me in the fire, not necessarily violently enough to do any harm but it really does pucker up your butt hole when it goes.
Don't think because a rock appears non-porous that it won't explode. Stone may absorb water slower the less porous it is, but they all have some. Furthermore the outside stone may not look like swiss cheese but until you crack it open you never know the entire make up of stone.
Concrete scares the crap out of me. It naturally contains some water in it's make up, even if it appears dry. That's one of the reasons why it's so fire proof. However, when it get's enough sustained heat all of the water will expand and it really does explode, or if you're lucky and it heats slowly it just crumbles. Firefighters are trained to be aware of that possibility. Dry wall also contains quite a bit of water, that's why it's a great material to build with, makes houses less flammable.
Anyway, I don't use rock rings on my fire. They can explode, and they are really difficult to put out properly, Improperly put out fire rings are one of the major causes of forest fires.