I'm not 100% certain
, but I don't believe that's the case
: zero at the crosshairs, it's still the zero.
It's possible that the person who relayed you that bit of information was thinking about "Bullet Drop Compensation" or an otherwise calibrated subtension. However, even with "BDC" setups, you'd still need to properly true your load/gun to those BDC markings/subtensions in order to be sure your POA/POI actually matches.
Alternatively, rimfire scopes also tends to have their parallax set at closer distances (if it is not variable), but proper use of the scope - and the shorter distances where the .22s are shot - should virtually eliminate this concern for average shooters, except those intent on competition use.
For a beginner shooter as your intended use, I'd instead look for for a scope that has a more forgiving eyebox, be it a rimfire-specific scope or otherwise.
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One thing that's for certain, though, is that you don't want to use a centerfire riflescope on an airgun (some rimfire scopes can be used on airguns).... Or take that rimfire scope all the way up to the much heavier recoiling calibers!