NoLet's try again. A transportation cost inequality
The theorem of Otto and Villani implies a strong concentration propertythat every distribution (subgaussian concentration for Lipschitz functions)$\nu$ which mostis log-concave in the sense you define satisfies a transportation-cost inequality.
There are many distributions don't$\mu$ with finite moments and density supported everywhere which do not satisfy a transportation-cost inequality. For example Since a TCI in particular implies subgaussian concentration, an exponentialany distribution on $\mathbb{R}$ doesn't$\mu$ which has larger than Gaussian tails will fail to satisfy a transportation cost inequalityTCI. One such distribution $\mu$ is the exponential distribution. But by the theorem of Otto and Villani, there is no such distribution $\mu$ which is also log-concave in the sense you define.
Whichever question you mean to ask, the answer is in the above two paragraphs.