I'd disagree with this statement slightly. By RAW, once you take one of the intro multiclass feats (say, Sneak of the Shadows) you now count as a Rogue. Therefore, you no longer can take Sly Dodge or Ruthless Efficiency from Martial Power, since you can't take MC feats for your own class, and per PHB p.208 you count as a Rogue for the purpose of feat prerequisites.
In fact, taken to absurdity, the whole paragon multiclass feats are useless, because they're multiclass feats and you can't take them if you already have one. That is of course a gross misinterpretation of the intention of the system, but nonetheless RAW.
IMO, the whole system needs a general clarification in Arcane Power and in errata for Martial Power. It's not awful, but it is ambiguous.