I'm not realy sure that this is true, at least not for the Oly 50mm 4/3 macro lens.
Its sharpness is above the "Nyquist frequency" from F2.2 to F8. With the sweet spot at F4. This lens is prob still producing excelent results down to an aperature of F13 but after that it starts to show. At least in studio tests ;-)
Olympus Zuiko Digital 50mm F2.0 Macro Lens Review: 3. Test results: Digital Photography Review
At F20 you have half the sharpness compared to when shooting at F4.
The reason for people to shoot mostly at v high F-stops with macro lenses is that the DOF is to shallow to be usefull if doing close up subjects like nudis and anemone shrimps with an F-stop like F4.