Even when chalkboard lectures present material that was prepared in advance, there's a significant difference vs. prepared material presented in slides or a typeset document or a video. Writing imposes a speed limit on the lecturer, and forces them to verbalize the whole reasoning process. In slides it is
much easier to skip past the meat of the work, and much harder to be responsive in writing/pictures to questions and discussion.
> can't remember a single class where a professor actually walked us through the process of figuring something out
This can't really be blamed on the tool of the chalkboard. I promise you this does happen in some classrooms. It certainly happens all the time in informal discussion between professionals. In my opinion schools should strive much harder to induct students into a problem-solving culture than teach specific content trivia. A blackboard is an invaluable tool for the former.
> often solved by writing code
Writing code is a narrow and constrained tool with much less freedom than writing on paper, and thoughts made first in code are substantially blinkered in my experience compared to thoughts worked through on paper. Many of the best programmers I know do their most important work on paper (sketching, planning, doodling, drawing diagrams, ...) before ever touching the keyboard. And that is far more true still for mathematicians, physicists, etc.
What is true is that many programmers are not very effectively taught to use paper to its full advantage as a tool for thought, and either never learn or largely figure it out on their own. Our typical computer science pedagogy is frankly terrible at this, and professionals' on-the-job training isn't much better.