They absolutely do. I have three and use them all the time. Use case (beyond charging) to have them right in the box is that they can be used to transfer data from a previous Mac to a new one upon setup (heir to the good old "target mode" that used to turn a Mac into a USB mass storage device), or for T2/Apple Silicon to debrick the device by entering DFU mode.
Just got a fourth (shorter, different from MacBooks) one with my new iPad, it has data too, which I just used yesterday to restore the encrypted local backup from my previous iPad and perform a new local backup. I bet the cable shipped with these new iPhones is the same as with the USB-C iPad ones.
That sounds highly unlikely, the one that came with my MBP supports everything up to Thunderbolt. But USB is ridiculously complicated, and sometimes better cables fail on shitty devices; I've seen it a few times with camera equipment where I really needed the cable that came with it because higher specced ones just didn't work.
True if they are referring to the MagSafe cable. If referring to USB C to C, they’re mistaken. The charging cable for all MacBooks does support USB 2 data rates.
The charging cables included with MacBooks do not support Thunderbolt. Just USB 2.0 data.
I do have an Apple Thunderbolt cable which supports charging (of course), but it was a separate purchase. The Thunderbolt cable looks similar but is a bit thicker, and has the Thunderbolt logo printed on the connectors at each end.
It's actually not technically possible for a faulty USB-C cable to function as a (> 5V) charging cable without data, because the power delivery negotiation happens over the data connection.
For USB C-C cables PD and passive 5V (5K1 pulldown) is negotiated over a separate CC pin from the USB2 D+/- pins, so it's theoretically possible if the D+/- lines are not connected/damaged.
USB A-C cables are entirely separate, there is no CC line, only a fixed always-on Vcc pin at 5V.