We definately know of some. NSA tried to slip a faulty rng algo into rsa a while back

https://blog.cloudflare.com/how-the-nsa-may-have-put-a-backdoor-in-rsas-cryptography-a-technical-primer/

Like others have said. It’s a survivorship bias. So the meme has some weight. But it doesn’t make Foss any less secure than closed source. If anything it’s better to allow anyone to examine it. Similar to how secrets can’t be kept when large numbers of folks know, the same goes here I guess.