This isn't true. Unless you're roasting until it literally takes like only charcoal, like noticably darker than a 2nd wave French roast, caffeine doesn't really roast out. Caffeine also seems to be pretty significantly more soluble in darker roasts so between two cups brewed normally with the same mass of coffee, there will be more caffeine in the darker cup. They will have almost the same amount of caffeine if you do a cold brew process.