Well, it should be surprising to you, because it is not true. Click for one of many tables of thermal conductivity:
http://www.engineeringtoolbox.com/th...als-d_858.html
Aluminum is ~250
Copper is ~220
Iron is ~36
Stainless Steel is ~16
Titanium is ~12
Various tables show various exact values, but the above are about right.

I suppose that some people who aren't familiar with cooking in thin pots might think aluminum does poorly, but only if they hadn't tried titanium. This table is the reason that good kitchenware is bottomed with either aluminum or copper. Since copper is a heavy-metal poison, all copper pots are lined with another metal, unnecessary with aluminum. Cast iron pans work well enough because they are so thick, but they do not even vaguely compare with pans with thick aluminum or copper bottoms.