Your statement is true.
Proof:
Let $\rho$ be the mass density of the rigid body.
Remember that the tensor of inertia $I$ is given by:
$$
\vec{v}^t I \vec{w} = \int d^3b\, \rho(\vec{b}) (\vec{v} \cdot \vec{w} - (\vec{v}\cdot \vec{b})(\vec{w}\cdot \vec{b}))
$$
for all $\vec{v},\vec{w} \in \mathbb{R}^3$.
Now take an orthogonal matrix $O$ which represents a rotation around an axis $\mathsf{A}$ with direction vector $\vec{n}$, i.e. $O\vec{n} = \vec{n}$.
Your invariance means that $\rho$ is invariant under $O$, i.e. $\rho(O \vec{x}) = \rho(\vec{x})$ for all $\vec{x}$.
Next show that the inertia tensor commutes with $O$: $IO = OI$:
$$
\begin{align*}
\vec{v}^t I O \vec{w} &= \int d^3b\, \rho(\vec{b}) (\vec{v} \cdot O \vec{w} - (\vec{v}\cdot \vec{b})(O \vec{w}\cdot \vec{b})) \\
&= \int d^3b\, \rho(\vec{b}) (O^t \vec{v} \cdot \vec{w} - (\vec{v}\cdot \vec{b})(\vec{w}\cdot O^t \vec{b})) \\
&= \int d^3b\, \rho(O^t \vec{b}) (O^t \vec{v}\cdot \vec{w} - (O^t \vec{v}\cdot O^t \vec{b})(\vec{w}\cdot O^t \vec{b})) \\
&= \int d^3b\, \rho(\vec{b}) (O^t \vec{v}\cdot \vec{w} - (O^t \vec{v}\cdot \vec{b})(\vec{w}\cdot \vec{b})) \\
&= \int d^3b\, \rho(\vec{b}) ((\vec{v}^t O)^t\cdot \vec{w} - ((\vec{v}^t O)^t \cdot \vec{b})(\vec{w}\cdot \vec{b})) \\
&= \vec{v}^t O I \vec{w}
\end{align*}
$$
for all $\vec{v},\vec{w} \in \mathbb{R}^3$
Then one sees that $I\vec{n}$ is again an eigenvector of $O$ because $O(I\vec{n}) = IO\vec{n} = I\vec{n}$.
Now $I$ has only one real eigenvalue $1$ with eigenspace $\mathbb{R}\vec{n}$. This implies that there is a unique $\lambda$ with $I\vec{n} = \lambda \vec{n}$. Thus $\vec{n}$ is an eigenvector of $I$ i.e. $\vec{n}$ points along a principal axis of $I$.