After WW1, a tendency later named "return to order" arose in European art society - some artists indeed moved on form the avant-garde styles they embraced (or even invented themselves) in the beginning of XX century, and other changed themes. This tendency affected some notable futurists, too - Carlo Carrà and Gino Severini, for example, moved on from dynamic, even violent, paintings to
much more calm ones.
Could that be called "denying" the futurist movement? Maybe for some, but I wouldn't use that term - none of them renounced their previous works, and some changed style without changing their views (Carra, for example, went on to be a supporter of italian Fascist party).
Was it a significant part of the movement? On that point, pretty much all sources agree - futurist movement suffered a heavy blow right after the war. It did have a second wave in 1920s, but only a small portion of original pre-war futurists remained.
All of the above might've made you think your teacher was right (at least for most part), but his quote has a little twist that makes it wrong. It's the "went to war" part. For all their enthusiasm towards violence, not that many futurists actually got to the frontlines, and out of those that did - not many survived. In fact, Marinetti is basically the only notable futurist that fought in WW1 and survived that experience. Thus, the actual answer to your question would be "no, they (or, rather, he) stuck to their guns".