This is indeed true but there is more than one way of generating income from collectables.
Some art collectors for example, lease parts of their collections to busineses and exhibitions, similiar to how an investment property accumulates capital grow and rent from tenants.
I've never heard of anybody doing this with LEGO, the value of even the rarest LEGO probably wouldn't appreciate as much as certain artworks, although there might be a market for it one day.