Interesting. I never questioned this but I also never tried to prove it. I wonder how this all started, and how it became commonly accepted as a truth.
When something works as an approachable example for a (potentially) difficult concept, it tends to get spread around, regardless of whether it's actually true or not.
As I understand it, photons can meander in any direction at any time but due to the way probabilities cancel each other out, they tend to move in a straight line when not in the vicinity of other particles.
However, because EM diffraction is observable at macroscopic scales, the "straight line" thing really is confusing. Growing up, I always wondered how radio waves transmitted through walls and assumed they just went through them when in fact they go around.
Annoyingly, before me and my cofounder were hung up on precisely this question. We said "I know we've heard this a lot, but I can't think of any natural reason why the golden ratio would be favored in nature." We thought for a while, and gave up.
We should have just looked at the data. stupid, stupid, stupid...