I've heard this view from some early Western books on Buddhism, I think, and occasionally from talk about how bad samsara is, how unwholesome our lay lives are, etc. I guess it can happen that one takes these kinds of teachings that are meant to loosen our craving and develop an aversion to what life has to offer. This is like replacing one sickness with another.
There is also various talk about it being bad to laugh and seemingly to enjoy anything. But from my limited experience with Theravadins offline, this Gregory's contention doesn't seem to hold.
Besides, it is only in some modern incarnations of Zen with ignorance or a radical reinterpretation of Mahayana that desires seem to have been brought back into the fold and we are meant to happily cavort our way to enlightenment. Traditionally the monks' and nuns' training was very focused on ethics and pretty austere. And in many places it still is.
Still, it is interesting to observe the dour reception much of Thich Nhat Hanh's teachings have received. He is someone who has tried to rehabilitate enjoyment and gratitude for experience and I think this is a valid way of letting go. In fact one can't truly enjoy until one lets go - when there is no need to enjoy and no notion of how it should all be.
As for Theravadins being sour grim killjoys, I think Ven Dhammica says something about that, the meditation on corpses, etc. I can't say. My Theravadin friend doesn't fit this description at all but maybe when I first met her 7 years ago, she was a little closer to it, not sure. Ajahns Brahm and Sumedho whom I have heard and read, also don't fit IMO. But no doubt for some people this is what the Buddha's injunctions on craving boil down to and for others it may be a stage in their practice before attaining equanimity.