I think this is wrong information. There isnt anything like particular niche site gets more traffic and clicks. Its after all how it is ranked among search engines and etc.
People who visit health sites know why they are there in the first place. They are looking for ways to be healthy, lose weight, and just plain look good! Ads can be more easily directing at them, and since they are already looking for ways to look great, they are more willing to click ads, as opposed to some who's just browsing a blog or article.
People are sick and need help. Advertisers offer products that can help them. It's what the whole game is all about really.