Yes it is likely a myth but I've seen too much evidence of it first hand to not have my suspicions.

I can't help but think you would be getting clean sheets with a 5* GK.

Yes I do agree that it is harder to tell how motivated your keeper is as the corner kick animations never show them punching the ball or taking it in the air. The old version had good messages for this. I mostly see keeper mistakes in playing the ball forward, rushing out poorly, or giving huge rebounds after saves. Many more negatives than positives.
May I ask what the your win bonus was at (1/4, 1/2, 3/4, full) for the past two games?