Yes, that is true. I used to live there. You cannot play the multi-state game (MegaMillions) however. You have to purchase a season ticket and register it. I called the toll free number once and she told me I could buy them even though I moved to Florida. I also called for MM tickets and she said that was the only game I couldn't play unless I go to a retailer in the state. I no longer play MA games.
You would have to call or write to the lottery about playing if you live out of the country, but you don't need to be a MA resident to buy a season ticket. This is what is written under FAQs in blue below.
Can non-residents play the game? If so, how do they collect?
Yes, anyone 18 and over can purchase any Lottery product at any agent location. All players can collect their prizes at the same locations listed in question four. Additionally, Season Tickets can be purchased directly from any sales agent while in the state or from out of state, by calling l-800-222-TKTS. The ticket can be registered in the owner's name by completing and returning the registration form to the Lottery. Season Tickets are available for Megabucks, Mass Cash, Mega Millions and Cash Winfall.
Mega Millions Season Tickets CANNOT be purchased via phone from out of state.