I'd say, that the smoke droplets, which are soaked up by the filter, contain nicotine, so the marketing is not completely wrong, but the same applies to the moisture, which condenses in the stem of a non filter pipe, which can be removed by a pipe cleaner. Should we market pipe cleaners as nicotine removal devices? As there are no studies (to my knowledge), which are about the nicotine content of pipe tobacco(s), everything is possible. We just don't know.