While this statement appears to be intuitively correct, the reality is actually counter-intuitive and it depends on why they are calling. If a customer contacts your firm for general information regarding your business, products, prices, and so on, they may well expect to get an answer from their first point of contact.
However, if they want expert advice, they do not expect the first person who answers incoming calls to also be an expert in all things. In this case, a transfer of their call can actually reassure them they are going to the 'right' person who has the expertise.
However, that should occur with no more than one transfer.