Does dry frying tofu really cause tofu to better soak up a marinade?
Pretty much anything that removes a substantial amount of water from tofu will help it soak up marinades and sauces. Both are essentially flavorful water, and if the tofu is already full of water, the flavor has to very, very slowly diffuse into the tofu, while if the tofu has been dried out somewhat, the sauce or marinade can simply soak directly in. Dry frying is one method for getting a lot of water out; baking is also pretty effective.

Pressing the tofu is also a good idea: place slices between two flat things with a decent amount of weight on top, tilt it so the water can drain, and leave it for a bit. It's an easy way to get some water out of it; it'll make any subsequent cooking step easier by reducing the amount of time the tofu boils and steams as the water escapes. And it does make some room for flavor to work its way in, though of course not nearly as much as mostly drying out the tofu by baking or dry-frying.

As for your request for empirical evidence... just try it. It's an extremely obvious difference.