I was told the same myth when I got my savannah monitor as well. Reality is that you can raise a hatchling in a 4'x8'x4' without issues. Hunting is healthy for them and finding a cricket in a cage is easier than finding it in the wild. Visit this site as your go-to reference for savs:
http://savannahmonitor.co/
The site owner is also a member here, look into his threads about Littlefoot and Cera.