Untrue... Unless there is mold in the grain, but even then it's not common. The bigger concern is that ewes being too fat will cause lambing difficulties and reduced milk production.
It's generally not necessary to feed any grain to mature ewes in decent body condition (condition score of 3 or higher) until the last 6 weeks of gestation. Until then, they can be maintained on grass hay alone. If alfalfa is all you have, that will work too, but you can probably feed another hay at lower cost. The last six weeks of gestation, gradually introduce the grain until they are getting 1.5 lb per day per head by two weeks from their due date. We do .5 lb at six weeks pre-lambing, 1 lb at 4 weeks, and 1.5 lbs at 2 weeks through lambing.