The key word that makes a real difference in Denny’s assertion, is ‘malt’.
Wheat malt has minor head building capability. But raw forms of wheat and barley have excellent head-building, beta-glucan content.
Beta-glucan content is significantly reduced during malting and that is an important goal and result of the process. Beta-glucan is typically an undesirable component in malt since it creates haze and clarity problems in finished beer. But it is useful for head building and head retention.
While raw barley actually has more beta-glucan content than raw wheat, I find the flavor of raw wheat more neutral than raw barley. I prefer to use a raw wheat product in my beers to aid head for that reason. A quarter pound per 5 gal batch is more than enough for voluminous head.