I heard that true MDMA does not press into pill form, and can really only come in capsules... is this true or not? Just curious.

Like all other substances, MDMA can be pressed into pills. Why would it be impossible, if that's what you mean? Some might require a binder, but this won't make it untrue MDMA :-}

Simple answer - not true!
Question for you - what does this have to do with chemistry?

All substances cant be pressed to pills.

Try making a THC pill...

No, but isn't it fairly obvious that solids are being inferred if pill pressing is discussed - liquids have no real compressibility.

Of course pure MDMA can be put into a pill form, all you need is some pill binders mixed in with it before it goes into the pill press.

Where I'm at it's kinda rare to see pills/capsules with pure white mdma in it (for the same price as the other "e" pills) if it were common I'm sure some cartel would purchase a shitload of these pure pills, cut it to shit with meth/whatever and re-press it and make 100,000 more pills than they started with, and can sell for the same price.  It is happening.

Ecstacy Data

(http://www.ecstasydata.org/)

Of course THC could be made into a pill if it was absorbed onto something which was then pressed into a pill and the pill was covered with a coater. But I guess it is simpler and cheaper to dissolve in oil and put it in capsules.