I was wondering if this was true, should be.

So it would be a good idea to train them with default equipment that's pretty good, and don't give them the really good custom stuff until they've got 50 or 70HP or more.  I think when they die you lose all their equipment, so you'll have to be a lot more careful with them.  And you'll definitely need to give them some good starting equipment and lots of bonuses from a high essence city (especially HP, defense).  It'll be good when they fix the "no traits for extra levels" bug that exists for Henchmen and Sions when they trained above level 1.