That is an absurd statement, absolutely incorrect, and inconceivable that any pilot would ever make it.
They would never be able to sell a single one if that were true. It's like requiring all passengers to wear a parachute.
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Another source with this claim:
Flying the Classic Learjet: A Pilot Training Manual for the Learjet 35A/36A
Aircraft with ZMR 100 series
Crew Masks - One crew member must wear oxygen mask around his neck.
According to the Limitations section of the Learjet Model 35/36 Aircraft Flight Manual (AFM), flight crew and passenger oxygen masks are not approved for use above 40,000 feet cabin altitude.11 A "warning" in this section states that "passenger masks are intended for use during an emergency descent to an altitude not requiring supplemental oxygen." The manual also indicates that "passenger masks will not provide sufficient oxygen for prolonged operation above 34,000 feet cabin altitude. Prolonged operation above 25,000 feet cabin altitude with passengers on board is not recommended." In addition, the manual indicates that, above FL 250 (Flight Level 25,000 feet), in aircraft with ZMR-series oxygen masks, one flight crewmember must wear the oxygen mask around the neck; in aircraft with 6600214-series oxygen masks, the masks must be in the quick donning position.12 Further, the manual indicates that, above FL 410, the pilot, copilot, and passengers must wear oxygen masks. The maximum operating altitude for the airplane is 45,000 feet.http://www.ntsb.gov/investigations/fulltext/AAB0001.html...
12 In accordance with 14 CFR 25.1477(c)(2), flight crewmembers must be able to don the oxygen mask within 5 seconds for the mask to be considered quick donning.
Ahhh....now I get it. He/you are referring to an early system that is no longer installed. It even required passengers to use masks at high altitudes. Can you imagine how long the chairman of the board would put up with that?