No, that's a common misconception. They do what they are asked to do, and when they are asked to provide an answer they will provide an answer. If you ask them to provide an answer if they know, or tell you that they don't know if they don't know, they will comply with that quite well, and you'll hear a lot of "I don't know"s for questions it doesn't know the answer to.
I think the truth is somewhere in between, since I’ve seen both responses: “I don’t know” and something completely made up that was presented as facts.
