I poke myself with the insulin needle several times a day as a Type 1 diabetic. I've never noticed this side effect...
Insulin has two bad problems - hypoglycemia & weight gain. Actually the second one can be good if you are hitting the gym at the same time. Insulin from the needle is pretty durn efficient. It has become the new rage with strength athletes and wannabe Ahnolds (along with a 'roids etc.)
So no, I do not see how stabbing yourself in the belly can make you want to pee - however, it will become a learned behavior if you let it. Lower blood sugar should make you pee less, not more.