That's complete nonsense. The pain we feel is the result of the calcium hydroxylapatite matrix in our bones shrinking (up to 1.2% in cases of severe dehydration) due to lack of water. This leads to blockage of the Haversian canals which, obviously, inhibits the normal production of osteoblasts, irritating the periosteum which triggers the familiar aching feelings.
Google "why does dehydration cause headache" and see "the brain can temporarily contract or shrink from fluid loss. This mechanism causes the brain to pull away from the skull, causing pain and resulting in a dehydration headache"
