Margarine vs Butter in cinnamon roll schmear
The claim is probably based on the higher melting point of hydrogenated vegetable oils. While butter melts between 90F and 95F, hydrogenated oils can have melting points up to 120F. This can give an advantage when baking as proteins begin coagulating at around 120F and starches start to gelatinize around 130F. This is easily observed in cookies: cookies made with all butter will spread much more in the oven than cookies made with shortening as the butter has completely melted long before the starches and proteins begin to catch up.

In something like a cinnamon smear using butter, if your oven temperature is lower than expected it can cause the butter to melt out the bottom of the cinnamon rolls, carrying a lot of the sugar and flavorings with it. This leads to empty rolls and a layer of toffee on the bottom of the pan.

To say that one fat is better than another is very subjective though. While hydrogenated fat has an advantage in melting point, butter has much more flavor. You can also counteract the low melting point of butter by adding a starch or protein to the smear to help bind it, or by mixing butter and shortening together for the smear. Since margarine is usually a blend of oils, this also means that your baking results will be dependent on the blend of oils in your specific product.