Worf: "They say no one has ever seen one and lived to speak of it."
Worf simply said that no one saw how a breen looks like. That is it.
Sure. And it completely contradicts the idea that Worf would know what happens when one removes the helmet of a Breen. Worf is the stationmate of the officer who de-helmeted a Breen (and captured and/or killed dozens more, at close range, while fully in liberty to examine her captives or victims afterwards) and very much lived to tell the tale. There's no "they say" to that story - it's not "they", it's frigging Colonel Kira! There's no "witnesses could tell if they lived" to that story, either.
We're still very much stuck with Worf not knowing what Kira saw, or then knowing but lying his eyes and ears full. Which is odd and calls for an explanation, quite regardless of what the Breen look like and whether they melt when revealed.