Not true as I've had shipments from one end of the country to the other and at most there is movement from the shipper to a UPS transfer facility and from there to the destination facility.
They have never checked in and out of multiple facilities in route to the destination. That would indicate they unload and reload the trucks at each stop. UPS didn't get as big as it is by inefficiencies.
It gets checked in and out of each facility. This shipment had to go through several facilities because of distance.