This is correct. The work is "all rights reserved" unless explicitly stated otherwise.
This has even been applied to projects that began with no license, but added one later on. An original author on some open source software can come back years later and claim copyright over the first few commits, when no license was present. That's why it is important to START your project with a LICENSE, and why it is a default option when creating a repository on GitHub.
I think this would only apply in a situation where the original author stepped away from an unlicensed project that got forked or taken over, then the people forking it added an OS license (the original author could come back and license the original work under whatever terms they want)
If the original author added the license at some point in the future it would apply to the entire codebase at the time they added it, which they presumably hold the copyright for, so I don't think they could make the argument that some chunk of the codebase which existed at the time of licensing falls under a different license.
I suppose if an unlicensed project gets an early outside contributor, and then the original author adds a license, the outside contributor could claim they didn't consent to the license change (this is why many professional OS projects require contributors to sign a CLA)... but in practice I'm not sure how this would work, since this would mean the outside contributor forked and modified the unlicensed project, so they would have been potentially violating copyright in the first place
This has even been applied to projects that began with no license, but added one later on. An original author on some open source software can come back years later and claim copyright over the first few commits, when no license was present. That's why it is important to START your project with a LICENSE, and why it is a default option when creating a repository on GitHub.