If not particularly true, why and where did these phrases come about?
I'm not a historian but I knew I saw this topic before, some earlier answers from /u/Holy_City and /u/eighthgear (among other commenters there):
https://www.reddit.com/r/AskHistorians/comments/zpz12/afghanistan_the_place_where_empires_go_to_die/
Follow-up question: These answers suggest it's more a myth or reputation rather than actual fact. Where did the idea come from? Is it more of a "recency" bias since both the USSR and USA invaded the area and had considerable trouble holding the territory? (The airquotes are mostly for the USSR, obviously the US Afghan War is well within 20 years, but it should still be mentioned within this context)
To add to earlier answers, the ultimate conclusion is that it isn't really true. Several empires within and without have ruled and administered Afghanistan dating back to the Indus Valley Civilization. There is this Idea of Afghanistan as a desert region full of rocks and generally unpleasant, but that isn't entirely the case now and it certainly wasn't 5000 years ago. In fact, it was a major source of wealth and food for many of the empires that ruled over it.
The first people in Afghanistan were probably nomadic tribes who were either integrated into, conquered by, or migrated away allowing the IVC to take over parts of Afghanistan. They appeared to stay there quite a long time, though we know to little about their administration to say whether they were a confederation of city states like Greece or had a centralized structure. In any case the Persians were the next (large empire) to rule over the area and kept it for a very long time and appear to have been quite prosperous in the region. Later we have a long succession of large empires ruling over it going from the Seleucids all the way to the Sassinids before eventually becoming it's own independant empire.
The likely origin of the phrase is either the disasterous conflict the British had with them during the Anglo-Afghanistan wars or the Russian war which was similarly horrible.
The British fought several wars with Aghanistan, hoping to improve their position in Central Asia and consolidate power over South Asia, and eeked out a Pyrrhic Victory in the first two but giving up during the Third. The British face numerous difficulties in their administration of Afghanistan, far more than they had in India and never managed to incorporate it in the same way, being content with it being a buffer state that they had control over.
I'm afraid I can't comment on the Russo-Afghan war or the US involvement in Afghanistan, other than that they have been also disastrous and unpopular.