When was that stated? KA, like other Genjutsu, can be broken by a third party. The only Genjutsu that I have a reason to believe to be unbreakable is the Moon Eye Genjutsu.
Also, Genjutsu like the 2nd Mizukage's. The mist is a continuous emission of the jutsu, thus breaking it would be pointless, because you would be back in it by the time you're done.