I always heard this throughout medical school, but in actuality I have seen people switch out of programs quite often without any repercusions. I pursonally even know of 2 different attendings who bailed out of their programs with their prior PD telling them that they wished them the worst. However, lets face it, wishing you misfortune is all they can do because even though they can technically force you to stay, no one wants a bitter resident around. Very bad for moral. The few residents I know who did this did not have any bad interactions with their former PD's- maybe times are changing. Personally I think this is something medical schools like their students to beleive since it does hurt your schools reputation when you bail on a program, but no real personal repercusions.
-as far as the possibility of not being allowed in the match for 3 years, don't think this would happen, but if it did - who cares. Anesthesia is 4 years and besides, don't think fellowships go through the NRMP match anyways