That's always been my understanding on the subject, and am sure that's what I found reading through some of the manuals. I was asked to do some digging for a friend who'd been told the same when he got his 93 WRX. The information I found on this was backed up by another user on here at the time

Engine swaps the need for a cat is governed by whichever is the older of the 2, car body or engine. For example putting a Zetec engine in a Mk2 Fiesta you would not need a CAT. Put a Cossie engine into a Focus and again you won't need a CAT. Put a Focus ST170 engine into a Mk6 Escort and you would need a CAT