I’ve heard that this is true. For example, I might apply to Dyson undergrad, but then select the College of A+S as my second choice. Cornell would then automatically apply me for the College of A+S if I didn’t get into Dyson.
This used to be the case, but it is no longer. You can only apply to one college and cannot change it after you have applied.
As a current student, I agree with @blprof. Back when I applied a couple years back, you could only apply to one college of Cornell.