I have heard the same thing, and I don't think I would mess with rolling a more expensive or complex strop. I did actually receive the simple leather strip of a strop I have now rolled in a box along with the razor I got, and it is in fine condition. I think a single strip of leather is fine to roll. Since it is all one piece there are no layers to separate and form wrinkles.

That being said, I have actually considered getting a paddle strop too. Let me know if you find anything good.