Future and forward price difference

Hi I totally get that a long future is paid mark to market profits which can be invested and thereby have an advantage over forwards.What I don’t get is that a positive correlation needs to exist because whether or not positively correlated a benefit accrues that the forward does not have and using this logic a future ought to be priced higher under these circumstances irrespective of correlation???

Perhaps I can put my question in these terms. A long future under flat interest conditions that increases in value will still benefit from interest revenue that a forward would not

When it goes well (if your position is gaining and interest are high), the mark-to-market feature makes it attractive.

But imagine it goes bad for you, then the mark-to-market feature means you have to put money in it everytime it is marked. in this case, you would prefer a forward where you would have to pay only once.