Yeah, this isn't known to be true. pi has not been proven to be a disjunctive number (a real number whose expansion contains all possible finite strings), let alone a normal number (where all finite strings occur with the probability you'd expect if the digits were random). Both of these, however, are generally conjectured to be true, but it's just a conjecture.

https://oeis.org/wiki/Disjunctive_numbers#Is_pi_a_disjunctiv...

https://en.wikipedia.org/wiki/Normal_number