You remember reading wrong - stringbuilders have no idea how big they'll need to be by the end, and so they have to occassionally expand themselves (an expensive operation) when they find out they have run out of space. String.Concat() on the other hand can work out exactly how long the result will be (it's the sum of all of the individual strings' lengths) and so String.Concat() is faster.
For large strings or large numbers of concats, String.Concat becomes even more efficient.
As a rule of thumb - for concatenating strings, use String.Concat. For building strings, use a StringBuilder.