If you plan/need to shoot at ISO setting that will produce noise AND plan on either printing larger than 8x10/12 OR crop heavily, then it is true that more, smaller pixels aren't necessarily a good thing.
The flip side is that if you tend to shoot in good light and don't crop significantly, then more pixels means more detail which is rarely a bad thing. Even if you shoot at high ISO but only use the images for web content, then downsizing high pixel count images is an effective way of reducing noise.
But at the end of the day, talking about any sensor performance is relative. As in relative to what? What are you currently shooting or what are considering other than the D5200?