There's no good reason to deworm a newborn calf, unless you've had hookworm(Bunostomum spp.) infection diagnosed in the herd - that parasite(hookworm) can cross the placenta and infect the calf in utero - but in over 30 years of veterinary practice and diagnostics in the Southeast and Midwest, I've never seen a case of hookworm infection in cattle of any age. YMMV.
I don't know what the 'milk tapeworm' knersie referred to is, but the tapeworms that we see in cattle, Moniezia species, rarely cause any significant disease or decrease in growth/rate of gain. Calves only become infected with Moniezia tapeworms when they ingest the little free-living mites that serve as the intermediate host for the tapeworm when grazing.
The same largely holds true for most of the other economically-significant nematode parasites - cattle become infected primarily by ingesting infective larvae on the forages growing in the pastures.
Time of year(strategic deworming) is probably of greater concern, with regard to effectiveness, than is the age of the calf.