This is the sort of 'rule' that teachers employ during early studies to prevent beginning students from making certain likely errors. In this case what the rule is fighting is things like:
- I never visited Italy, when what the student means is that she has not yet visited Italy
- I never saw Citizen Kane, when what the student means is that she is unfamiliar with the movie
This is the sort of proposition a beginning student is likely to encounter or use. But once the student masters the notion that past events (or non-events) with effects in the present are discussed in the present perfect form, the rule can be qualified: when you are speaking only of the past effects, the past form is appropriate:
- I lived in Europe in the 90s, but the entire time I never visited Italy.
- I never saw Citizen Kane until our school's Welles Festival last year.
- I never said I would give you my car. I said I would lend you my car.
To distinguish between use of the present perfect and use of the past:
I have never said I like hats means “Right up to the present moment I have avoided saying I like hats”; it suggests that you continue to avoid saying you like hats.
I never said I like hats means only that “During some [past] period [defined by the context] I avoided saying I liked hats”; it does not say anything about whether at some subsequent time you did say you liked hats, or whether you now deny or assert a liking for hats. It is silent on the topic.