Remember reading something similar myself, but can't put my finger on the article.
Would be worth installing App2SD (Get the Sam Lu version) and testing out as it identifies which apps can be moved and where to.
Just had a look at the app and it says this:
Galaxy S3 is not supported:
* Galaxy S3 configures the SD card as a secondary external storage. This is configured by Samsung. Nothing developers can do about this. Please contact Samsung for details.
Unfortunately you are right. The Galaxy S3 cannot save apps on an SD Card. I wish that Samsung could solve this problem!