No, it is not a myth.
It is clear that roleplay groups exist; and why wouldn't they? After all, a group is only defined as a number of people. If I personally wanted to engage in some roleplaying in "No Man's Sky", I could very easily recruit any of my in-game friends. By its very definition, that would be a "role playing group".
Here are some examples:
Given that I was able to find the above four solid references from googling "no man sky roleplay", amongst many other references of people discussing roleplaying, I think we can say without a doubt that roleplaying in "No Man's Sky" is not a myth.
If you were to ask if it is popular, or whether it still has an active community, that would both be an entirely different question and one that could easily fall outside of the scope of this site. I would consider the limitations of the game; console games only support a maximum of 8 players, though computer now supports up to 32 players.
As for where you would go to find said communities, again, this is an entirely different question and one that would be considered out of scope for this website. However, it seems you are already looking in the right place. I would recommend:
- The "No Man's Sky" Reddit group.
- The "No Man's Sky" Facebook group.
The Steam "No Man's Sky" forum might put you in touch with other players, but be warned that I found numerous pages asking about roleplaying; almost all of the response was toxic.
- Recruit your friends! "No Man's Sky" is an impressive game - I've got friends into it that don't even like most other video games. The same goes for roleplaying - if you convince your group of friends to try a roleplaying session, you could easily find yourself so engaged that you make a weekly event out of it.