Yes, keywords in the URL do help, but not that much. What helps ranking is keywords in the anchor text of incoming links. If a keyword(s) is in the url, it is likely to be in the anchor text. Keyword(s) in the URL may contribiute to keyword density, but does that matter as there are other ways to increase keyword density. You can still rank well without keywords in the URL, as there are >100 oher things taken into account for ranking.

Sites rank well for lots of reasons - sometimes the most obvious may not be the reason.

CBP