Who said it was better? It all depends on how much contribution and effort you put into it... For example no one appreciates spam commenting on a forum or blog.... In addition it all depends on how much traffic the web resource get... A great comment on a blog post which is ranking high and gets tons of traffic will yield better results than a forum which no one uses... Besides commenting on forums and blogs etc will not help your website rankings as in general those comments and links posted are nofollow....
If you want to do serious off-page stuff - then focus on SEO techniques such as guest articles or PBNSs...
I'd admit that I've got the same opinion to him...!
Forum is nothing different from social media and blog commenting. It is the best for building community, and interact with other people.
The few marketers did the mistakes with marketing their business because they expect traffic from forums and social media while they didn't spend the time for build relationship.
I made a lot online sales through Facebook and forum posts because I did well with building relation.
Thus, the recommend is you can do various of Forums and social media activities. However, what you have to keep in mind is relationship...