Not quite true. I wound up one of my W-M drums the wrong way one season, and suffered from poor furling and a stiff drum (no funny remarks please!) for several months until spotting the problem.
If you look carefully at the eye which leads the line on to the drum, it is biassed slightly to one side. Wind up the line whichever way gives the straighest feed on to the drum. I am assuming here that the larger W-M drums are similar to the baby ones that I had on the old boat. It will work the wrong way, but you need more line tension to get it to furl, and the sail is less willing to unroll.