That's not true at all. Controlling impedance is one way to control losses since impedance mismatches result in losses. The crosstalk usually discussed in reference to differential pairs is the crosstalk caused by adjacent pairs/channels. The crosstalk within a differential pair manifests as loss, the tighter the coupling the greater the loss. This is one reason why with high speed signals you would use looser coupling. Dielectric loss for a given impedance and frequency remain fixed for a given substrate material. Conductor loss is a function of trace width and length. Looser coupling allows for wider traces reducing conductor losses. An increase in substrate thickness also allows for wider traces again lowering conductor losses. And of course, shorter traces also reduce conductor loss. All while maintaining the desired characteristic impedance.
There is no perfect solution only trade-offs. Wider traces and spacing consume board real-estate. Looser coupling increases sensitivity to crosstalk from adjacent signals as does an increase in substrate thickness as it increases the distance to your reference plane.