Не так. Придумали наши бойцы в Югославии, во времена броска на Приштину. Заимствовано словечко у сербов, те им называли кого-то из своих "любимых" братьев-соседей.
Вот что пишут сами американцы:

"pindos (пиндос) – Russian, more offensive than "amerikos", but mild all the same. The stress is on the last syllable.
Allegedly, the use of this term to refer to Americans originated in Yugoslavia during the war of 2000-2001, and was imported to Russian in the course of "brotherhood of slavonic peoples" media campaign of that time."