I think this is not always the case. I switched to the "correct" grip for an entire season, 7 years ago in practice and tournaments, didn't help nor hurt. During the late fall of that year , I tired on pass back to the wrong way, and I just felt more natural for me.
I don't think my incorrect grip is hindering me , many other shortcomings are, but I think too much is made of this. The theory is that the correct grip gives you more power on your odd side, with a slight loss on your stronger on-side. As my offside is much better than my onside, I am likely an anomaly.