Yeah, I think if the Yeerks and Andalites can hang out on their homeworlds and on Earth with no problem (and Andalites can live on the Yeerk homeworld, even if the air is harsh, I think that's mentioned in the Hork-Bajir Chronicles) then the Yeerks' hosts would probably be able to live in similar environments. I think Edriss also mentioned that a planet of creatures that breathed methane would do little good to the Empire, in Visser...if nothing else, most of the planets would be incompatible with the new host species.
I think they were a KASU, or maybe just the Yeerk gloating, or it was fed propaganda that wasn't true.
The biggest one-mentions I can think of are the voice at the end of 41 and of course, The One...and wasn't it mentioned at one point that the Hork-Bajir go on a warpath every thirty years or something? I thought that was another KASU somewhere...