We study the role of noise on the nature of the transition to collective motion in dry active matter. Starting from field theories that predict a continuous transition at the deterministic level, we show that fluctuations induce a density-dependent shift of the onset of order, which in turn changes the nature of the transition into a phase-separation scenario. Our results apply to a range of systems, including models in which particles interact with their "topological" neighbors that have been believed so far to exhibit a continuous onset of order. Our analytical predictions are confirmed by numerical simulations of fluctuating hydrodynamics and microscopic models.