That rule sounds very odd. Few people would never use a comma before but. I believe many follow this rule: use a comma before but if (and only if) it introduces an independent sentence. This applies to the other coordinating conjunctions too (and, or, and so).
She liked him but refused to marry
him.
She liked him, but she refused to
marry him.
I find that I do not always stick to this rule: I sometimes use a comma before but-dependent when I feel a pause would somehow improve the flow of the sentence (vague, I know).
In very short (informal?) sentences, the comma is sometimes left out regardless, though some might object to this:
It's true but it sucks.
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