Yes, but he has still won a lot of playoff games (more than all but a few currently active coaches and more than Payton) and I'll reiterate that it doesn't matter if no HC has won SBs with two different teams. Those things are true until they are not and it was also true that no QB has won the SB with two different teams but now both Manning and Brady have done it. The list of things that had not been done and the list of things said to be impossible that happen all the time now is incredibly long.
Any how many playoff games have any of the remaining HC candidates won?
Finally, I'll ask you, if you were Denver, would you have not hired Sean Payton?