Twenty million slaves were not brought into New Orleans. The slave voyages database at Emory only counts 9,180,918 slaves disembarked in the entire New World. It's surely missing some voyages, particularly once smuggling becomes very popular, but it's unlikely to be off by that far.

But it is true that the great majority of slaves taken from Africa across the Atlantic did not arrive on the North American mainland. They went to the Caribbean or South America. David Brion Davis has 480,000 slaves landed in the future US in Inhuman Bondage. The Emory database puts it lower, 308,005. I've heard numbers closer to Davis more often, which is why I include him, but can't speak to which is presently considered more accurate as my reading has focused more on slavery on this side of the ocean.