When you start a forum your future is in your hands. You can decide to offer a paid membership, use Google Adsense, sell banner ads, etc. When you start a Facebook group you can create something "big", but it's under Mark Zuckerburg's umbrella. Only Zuckerburg, his employees, and shareholders profit from the effort of FB Group's Admins.
Personally I hate everything about advertising. 99% of the time you can't sell me anything. I walk into a store and when someone asks me if they can help me I start rattling off part numbers to see how they will react. If I want to know a product exists I will read about it. The most effective advertising I have ever seen is for things I already bought. Which isn't very effective. It's a huge waste of the advertisers money. If a site can offer paid features that make a profit without limiting the user for no reason then I totally support that. It works well for some sites it doesn't work well for all of them.