Because of course design or wind conditions, all pros have to be able to intentionally "work" the ball to be able to compete. If it really were true that a cavity back could not "work" the ball, you would see all the pros using muscleback irons. Since that is not the case, this statement stands as a myth.
On the other hand, it is true that very thin-faced woods are a little more difficult to hit the ball with a slight intentional fade or draw. This is simply because the thin face design causes the ball to leave the face sooner, thus reducing the time the ball is on the face and thereby making it more difficult to intentionally fade or draw the ball.
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