That's true for port-injected engines, which are the type of test engines used to determine the octane rating.
For direct injected engines, the E10 fuel will provide better knock resistance due to the cooling effect ethanol has when it's sprayed directly into the cylinder. I've tuned my TGDI engine for various different fuels. 87 E10 is almost as knock resistant as 91 E0, and 92 E10 is much better than 91 E0.