I'd say this was strictly true only for those pessimists who feel a need for validation.
Could one not equally say
An optimist is someone who is pleased with good experiences because they show he was right.
In either case, it seems to me to be more focused on the pleasure derived from being correct, which is neither a defining trait of a pessimist nor an optimist, so no, I don't agree, as the labels of pessimist/optimist only deal with the expectation. The reaction to an event turning out negatively will, I'm sure, be varied.
Perhaps a good question would be
If a pessimist is pleased by that bad experience, is it still in fact, a bad experience?