I guess thats true. If it shows you have dropped a class as it was too complicated, then in a positive way it does show you have attempted that class, and also shows you are willing to have a go at challenging things. Nobody can do everything 100% perfectly. You are only human after all.
But really if you feel you're not going to pass the class, drop it. I've always had some sort of pride in not dropping a class. Most times I pass it, but my pride came back to me when I failed my statistics class. I would have been in the same predicament last semester bu I dropped two of my hardest classes because if i stayed I would have failed. They say not to drop because it shows up on your transcript and could "affect employment" but failing classes could affect your school career.