I don't believe this is true. If you look at their nutritional breakdown, they aren't insanely different from larger rodents: https://www.rodentpro.com/qpage_articles_03.asp
While they are extremely small and not practically useful for larger animals, if one were to compare equivalent weights of pinkies vs an adult mouse the nutritional breakdown would be indeed different, but comparable and definitely offer more than "almost no nutritional value". The major knock against pinkies tends to be calcium, as their bones are not fully ossified, but this can be rectified by either feeding pinkies frozen with a full meal of their mother's milk or via calcium injection to help bring up the Caratio.