This is totally a myth,

Neither blog nor forums is better over others and the only benefit each method get is the format of content.

Blog has certain advantages over forum not because they are blog or forums but the way they function.

1. Blog tends to get more fresh content over static page site and so people having a static page site and blog tend to assume blog ranks well.
2. Forum tend to get good content but the on page factors are never great like Title of the posts and Hx of the posts.
3. Forum may have the posts which are actually useful low down the page.

The following factors make the SEO experts believe blog is better but then most important thing is always the fresh and relevant content.