No, it shouldn't be
accepted. "You do not say that" is equivalent to, tu ne dis pas cela or vous ne disez pas cela.
Where as On ne dit pas cela is equivalent to "Nous ne disons pas cela" which means, "We do not say that"
I hope this is helpful.
Why in my country, they don't say that is not accepted. Please see: on Pronoun Pronounce (a) one; we; you; they, people; someone, somebody; on dit que ~ people say that, it is said that. Example:
On les a attaqués. They were attacked.