Did Sai Baba ever suggest that Shirdi itself was as holy as other major pilgrimage sites?

Yes, Sai Baba explicitly equated Shirdi with other major holy sites. Chapter 4 recounts an incident where Das Ganu wished to travel to Prayag for a holy bath. Baba advised him against it, saying, "No need to go so far. This itself is our Prayag; keep firm faith in your mind." To prove his point, a miracle occurred: as Das Ganu bowed to Baba's feet, water representing the sacred Ganga and Yamuna rivers began to flow from Baba's big toes. This event, described in Chapter 4, demonstrated to his devotees that sincere faith in Baba made Shirdi a pilgrimage destination in its own right, negating the need to travel elsewhere.