I’ve heard the exact same thing from a few different teachers too.
A former enlisted Marine used to go to my studio. He took the 30 Day Challange which is one class a day for 30 straight days. He said that it was more difficult than boot camp.
I’ve never done it, but I just wanted to repeat a note of caution I’ve heard from several yoga practitioners: if you’re not in the best shape, it’s especially easy to hurt yourself doing Bikram. In the heat you’re able to get your body into poses that might be a bit of an overextension for you.