I don't think that there are actual figures to back that statement up: the fact that they can slow down a page is a logical deduction but what is 'noticeably' ? 1 second, 30 seconds, 1 minute...? And is 'noticeably' meant for dial up users, broadband users...?
When we (=web page designers, - developers) usually say that something slows a page down, it's because we use common sense but mostly it's not backed up with figures
'You should use sprites for your nav' "Why?"
"Each one of those images is a separate HTTP-Request, and the more of those, the less efficient your page is."
'Makes sense but you have figures?'
"Erhm, no but you can do a google"
(the above is not invented but a discussion i had on a different list)
What i want to make clear is that our gut instinct tells us that it could slow down a page but not how much and if it's worth trying some method involving more mark up or 'high tec' technique