It’s not a myth. Duck eggs really are better for baking. The following comes from blog.doingsciencetostuff.com

“Both of the cake layers were nearly the same temperature when removed from the oven (206°F for the chicken-egg layer, 204°F for the duck-egg). The height of the finished cakes were slightly different, with the duck egg version obtaining slightly higher maximum elevation (1.31″ vs. 1.25″). For taste testing, Brownie Master P and Co-blogger/Science conspirator F were presented with the finished & dressed cake, and were not informed about the layer identities. Both “blind” testers , preferred what was the duck-egg layer. It was determined that there were no obvious textural difference, but the there was a slight flavor difference, with the duck egg layer being considered more flavorful. “