I never heard that, but I don't doubt it cause they always seemed to be joking around and having a blast together, even when they were not on stage.
That was the key to their success... never taking things too serious... although I am listening to Red Sector A right now, and that is about Geddy's Mom's Holocaust experience... very sobering.
I always thought that would be the perfect song for one scene in "Red Dawn" when everyone was rounded up at the Drive In.