No, that statement is not true. The frequency of a sound wave remains unchanged when it moves from one medium to another, regardless of whether the new medium is denser or less dense than the previous one.
The phenomenon you are referring to is called "refraction," which occurs when a wave (such as a sound wave or light wave) travels from one medium to another with a different propagation speed. Refraction causes the wavefronts to change direction as they pass from one medium to the other.
However, while the wavefronts change direction during refraction, the frequency of the wave remains constant. The frequency of a sound wave is determined by the source of the sound (e.g., the vibrating object), and it remains the same as the wave moves through different media.
What does change during refraction is the wave's velocity, wavelength, and sometimes its amplitude. The speed of sound varies in different materials due to differences in their physical properties like density, compressibility, and elasticity. When sound waves pass from one medium to another with a different speed, their wavelength changes, and the wave may bend or change direction as a result. But again, it's essential to reiterate that the frequency, which determines the pitch of the sound, remains constant throughout the process of refraction.