I was told this to be the case by someone but never quite understood why and didn't believe it. Doing a check of https://en.wikipedia.org/wiki/Foreign_function_interface it seems to be the case. Is this true? And if so why?
No. A functional programming language is simply one which encourages the treatment of functions as values in their own right. This is orthogonal to whether it integrates well with other languages. Indeed, Clojure, Scala, and F# are designed to interoperate with Java, Java (again), and C# respectively.
It might take some work to adapt the API to the idioms of the target language. But this issue isn't unique to functional languages—most C interfaces won't look great as-is in Python either! And this work is optional: the Haskell network package is but a thin wrapper around Berkeley sockets, yet people are more than happy to use it.
I think 100% pure functional language can by its definition not interface at all with the outside world
That's a common misconception.
A pure functional language does not ban side effects; it annotates them—whether it be through an IO monad (Haskell), linear types (Mercury), or algebraic effects (Idris). In such a language, calling a foreign function would feel no different to any other I/O operation.
Moreover, if the programmer knows that the foreign function is pure (e.g. an LAPACK routine) then they can overrule the compiler and declare it as such. In Haskell, this can be done by omitting IO from the function's signature.