No; that’s a myth or an “old wive’s tale”.
It is physiologically impossible for hair to grow back any thicker than it was originally.
There are two types of hair that grow on your body. Vellus hair, which when cut or removed will grow back the same size and shape, therefore, the main structure of vellus hair does not change and is not altered by waxing or dermaplaning .
Terminal hair however, is physiologically coarse. When this hair type is cut it will always grow back coarse. Dermaplaning is designed to treat the vellus hair, which is located on the face. Once vellus hair is cut it will maintain a blunt edge and this blunt edge will not physiologically alter the hair itself.
Whether you’re shaving, waxing, or threading, your hair will not make it grow any thicker.
Waxing and threading causes hair to grow back slower because it’s being pulled out from the root, and actually thins the hair over time, but it doesn't change it's growth rate or thickness.