Maturity effect = longer bond has higher duration.
As the discount to par increases (price of the bond is falling), the YTM increases. As YTM increases, the discount rate increases by definition.
A low coupon bond would usually have a large proportion of its duration allocated to the principal payment, but if we increase the discount rate, the weight of the principal in the duration calculation decreases.
I would modify your statement to say the likelihood of the maturity effect holding for a low coupon bond trading at discount to par will decrease as the discount increases. So a 5% 2020 bond trading at 80 will less likely be affected by maturity effect than the same bond trading at 99.
Hope that helps?