I'm afraid that I do not agree with this claim. A model with intercept is a bigger class than a model without one, since a model like Y = X\beta + \epsilon can always be considered as a special case of the model Y = \beta_0 + X\beta + \epsilon, with \beta_0 being 0. Since minimum over a set always less than minimum over a subset of that set, SSE of the model with intercept should be smaller than the SSE of the model without intercept.
Also, I don't follow what you mean here. As far as I know, a model can not have two intercepts, since it will lead to non-identifiability. If you have two intercepts A and B in the model, the intercept will actually be A + B, and you cannot estimate A and B uniquely only from the estimate of A + B.