Actually, that isn't really true. A whip antenna is not better than a dipole in absolute terms. How you use and install the antenna might possibly make it better. I have a few tuner manuals that even do a decent job of illustrating it.
A dipole antenna has a figure 8 pattern in which it will pickup stations. Basically, there are two nulls off the ends of the dipole where it will not receive an FM station. This is actually a good thing, but does mean that you have to pay careful attention to the installation of even a simple dipole. The rejection of unwanted signals to the sides, even if small, could still be very beneficial. I have tried whips and dipoles in the same location, and the dipole will pull in more stations if you rotate it.
A whip antenna is not directional, meaning it will pick up all stations equally well in all directions. This can be good and bad. What is most beneficial is that a whip can be installed fairly unobtrusively in a high up location outside the house, which will, or course, always yield benefits. That is why Macrojack saw a gain increase when he put his antenna outside. I don't know if that antenna is amplified, but that would obviously do something as well. Antenna amplification obviously is not going to give you a cleaner signal, though.
A whip or a dipole or what have you cannot have gain, technically speaking. With my directional antenna I receive stations 50 miles to the south very cleanly. With whips and dipoles, mounted in the same location, I don't.
Ryan