I must admit that I too have heard this story in the past, and have always thought that it was perhaps, just another urban myth, and that someone, somewhere was, if you pardon the expression, taking the wee-wee.
However, there might well be some truth in the story after all:-
http://www.loosewireblog.com/2004/11/urine_corrosion.html
On a serious note, I would suppose that if the reported 'offences' took place during construction, and before all of the steelwork had been treated and painted, then the presence of any corrosive agent could represent a problem, but I would have thought that you would have required one hell of a lot of the stuff.