:The statement about heat is completely backwards, it's about simplicity and brake force. Discs dissipate much more heat, thanks to being exposed fully (while the linings operate internally on a drum, and the drum itself needs to store and remove more heat than a disc of similar operating capacity would). There's more to why discs are better, and..they are. 
 :Drum brakes, however, offer some degree of self-application in some cases (see the drum brake article on leading/trailing shoes)  although most air drums are twin-leading. 
 :Discs brakes require more precise manufacturer and materials in their production and application. And parking brakes have to be implemented  I have yet to see one operating on an air disc itself, and I've been at this a good number of years now. Drum parking brakes are very simple, and most cars use a small parking drum inside of the disc brake itself to achieve the function. There's other problems, too. 

 :Air brakes can apply far more force than a similar hydraulic system, are more forgiving (small leaks don't compromise the entire system, contanimation is easier to remove, etc.  unlike hydraulics), and are simpler than air/hydraulic systems. Hydraulic brakes with multiple master cylinders through multiple pneumatic boosters gets to be a real plumbing nightmare. 
 :The ease of plumbing is wonderful in trains and semi-tractors where the trailer (or train cars) need to be added to the braking system quick and easily. Two connections on a trailer and you have service and supply. The more complex pieces are contained in the tractor for safety, and the trailer has its relay valves and ABS system onboard. 
 :There's also pneumatic suspensions  having onboard air allows them to inflate/deflate themselves. Really, air is a far more versatile medium to work with than hydraulic fluid in most cases, and it lends itself wonderfully to brake systems on heavy vehicles. As for trains, I can only speak in deductions.