This observation is true: the brightness in a telescope is reduced whenever the exit pupil of the telescope (i.e. usually the aperture divided by magnification) is less than the aperture of your eye. In such a case, you lose all the rays that would normally come in the outer perimeter of your eye pupil and your retina receives less light than without the instrument - even if there is negligible absorption. This is very usualyusual with high-magnification and/or cheap telescopes.