It's more of a myth with slight fact behind it.
They think that bettas, live in dark murky water ALL the time and NEVER get light and therefore they are "sensitive" to light.
I've never met a betta who hates the light. 'Lest I get a vampiric one

Light on during the day, light off during the night. Give them some source of light... whether a window, UV hood light, a lamp, blue light, or regular tank light... Bettas do like the light

certain light colors, will also change their colors (visually) so keep that in mind :p