Correct. During the Manhattan Project, Fermi used to sit in a council of five top theoretical physicists, the four other members of which were Hungarian emigrés (most or all Hungarian Jews). In the heat of debate, they would always switch to talking in Hungarian, leaving Fermi to sit around puzzled. So later on, when Fermi was asked whether he believes in Martians, he said something to the tune, 'yes of course, they are the Hungarians! They conspire speaking in a strange language no one understands...'

_{*Lunatic*, n.
One whose delusions are out of fashion.}

Hm. So I didn't knew the whole story, in all its versions. Here is the version with Szilárd saying it. I find the Hungarians=Martians urban legend is one we know the exact source of.

Youz could also read the English version of a longer exposé on the Hungarian Martians by a late professor of mine at the university.

_{*Lunatic*, n.
One whose delusions are out of fashion.}