As someone pointed out the other day both this and "a fielder always knows when he's caught it" are statements which are fundamentally flawed. Because there has never been any independent corrobaration of the validity of the batsmen's belief. Perhaps what hotspot is now proving is that the statement is rubbish, or perhaps requires modification to "almost always". Even excluding the grey area of when they hit the ground simultaneously.Batsman always know when they hit it though.
It is however a fundamental problem for DRS as it currently operates however. Because the basis of the batsmen being able to review decisions relies to a large extent on them 'knowing'.