It is self-evident. Bringing up Kolmogorov complexity is irrelevant, we're talking about rote memorization, but if you can't ignore the given example then replace "digits of pi" with "bits of output from a true random number generator". There's an infinite amount of information that we could shove into a model, and a finite amount of bits with which to store any of that information such that it can be usefully recalled or form useful logical associations.