I just tried this in the unit tester with a cyclone against a marine in a bunker. It's not true. You can lock-on to the bunker at range 7 without taking a hit from bunkered marine (range 6). But the annoying thing is that the cyclone will try to close for a normal attack unless you move command it away once you get the lock.
What I _think_ is happening is that the scan range is 7, which is larger than the range of the normal attack. So it'll try to move in to attack using the normal weapon even though it's already locked-on.