I'd certainly believe it. The amount of toxins man has put into the ocean is mind-boggling, so it's not a surprise if, even though they say on the damn bottle that they filter PCBs, that they're still there.

Edit: However, it looks like the one mentioned in the article is not the same one I use. The one in the article is Cod Liver oil. Still, that's no reason to assume the other one is safe, as this is quite a global problem.