Whether it's a rumor or true, it's pretty irrelevant. There's 50 states, so the rules are different for everyone. And there's 453 districts in the 50 states, and each representative can have their own policies.
But to answer your question, there is no real percentage. On this forum, you will find some that applied to all 5 academies. They also applied for numerous ROTC scholarships. You'll also fine some that only applied to 2-3 of the academies. And then you'll find some that only applied to 1 academy.
Most representatives and senators ask the question, or have it on their application, asking if you've applied to the other academies. They do this for numerous reasons. Some won't nominate a person to more than one academy. They work with other state nominators to try and maximize nominations. I.e. If senator "A" nominates a candidate for the Army, no one else will nominate him/her to anything else. That's why some ask you to rank which academy is your preference. But that's just one example. Some representatives and senators go to the other extreme and nominate who they want and where. They might give you a nomination to army, air force, navy, and merchant marines. (Coast Guard doesn't require a congressional nomination).
So forget about what you've heard. True or not, it doesn't matter. Just know what your representative and senator's policies are. That's what matters. And as far as applying to all the academies to increase your odds of getting in....... Well, let's just say that I am not a fan of that. To me; military service "SHOULD" be a calling. If a person had a calling to be a catholic priest, and for whatever reason could get accepted; they wouldn't go to the jewish or buddhist temple and see if they could get in over there. Not to say that you couldn't feel compelled towards more than one branch of the military. That's possible. But I find it very unlikely that you'd feel compelled towards all 5 of the military academies. That tells me you "might" be more compelled towards the non-service side of it; such as the free education and other benefits. Not that it's not possible; just unlikely. I personally think you need to decide seriously which branch of the military you'd like to serve in. Then, apply to that academy. If it's more than one, then apply to more than one. Good luck. mike....