This is absolute bollocks, as someone who used to work in an oil refinery, I can tell you that the fuel you get at supermarket pumps is exactly the same as what you get if you were to fill up at BP, Shell, Esso, Texaco or any other for that matter.
I used to work for BP and we used to get most supermarket tankers fill up at our terminal, plus Shell, Esso and other large manufacturers. They all buy fuel off each other and it's all the same. You could have a Sainsbury's tanker and BP tanker filling up at the same time, next to each other, same fuel, just a different label.
For example, a Texaco tanker wouldn't fill up in West Wales at the Texaco refinery to travel to Essex to pump it into a Texaco fuel station, they would just buy it from BP in Essex and fill the pumps with that. It's all exactly the same, there is no such thing as supermarket grade fuel which you read about very often on forums.