Yup. The Bengali region is riverine. Fish is one of their staple foods. The other is rice. So they love fish. Most of them who live overseas just can't do without fish and rice. They make about every vegetable with fish. So they take it everywhere. And that's what contributes to their nickname.
I have never, ever heard this before and I'm of a Bengali background myself LOL! I guess it depends where you live and the kinds of friends you have. However, I guessed as soon as you asked the question that it's because it's one of the staple foods - as has been mentioned.