That is true if you can't change your sensitivity settings. DPI both makes your mouse more sensitive and more accurate. The trick is to increase DPI and decrease the sensitivity scale as much as possible, to get the most accurate settings without being over sensitive.
You can set the DPI to max and you won't skip pixels, but its not quite right that you make the mouse more accurate with higher DPI. Increasing DPI can make it less accurate in some ways. If you want 1:1 input/output you want to have no negative acceleration and for the sensor to be working at its optimal setting. Usually thats at its lowest DPI. The monitor is made up of pixels, and as long as you don't skip over them you have enough DPI on the mouse. Each mouse has a malfunction speed, and increasing the DPI lowers the speed you can move it at while still getting 1:1 response (so your movements are accurately represented in game)
DPI is a lot of BS really, just use what you like in windows but don't get sucked into the marketing side of it. You can work out how much DPI you might benefit from with a formula, here:
http://www.esreality.com/?a=longpost&id=1265679&page=2 . Its still not really that important even if you do skip pixels imo. You can just set to max if you want but that can come with other issues, especially if the sensor isn't that good, and especially with laser mice
This is quite beyond what a normal user needs to care about though lol. Just use what you like in windows imo and forget about DPI
