BBQ is healthier than frying foods because when you BBQ or grill the foods there's less oil or less added fat.
With frying you often fry foods in oil and fats which adds additional unhealthy fats to the food that is being fried.
Frying of foods in oils and fats also adds additional calories to the food which can be significant.
When you BBQ foods there's less fat and oils as the fat and oils drip away from the food on the grill grate which makes the BBQ grilled food healthier than fried food.
Although even BBQ foods can be unhealthy when consumed in excess and it's also possible for carcinogens to form on the foods during the BBQ grilling process.
And with frying of foods the oxidation of oils when frying the foods can also form carcinogens.
Generally though both fried foods and BBQ foods are okay for your health when consumed in moderation.
The frying of foods can also lead to degradation of the oils through oxidation, which result in a loss of unsaturated fatty acids and an increase in trans fatty acids.
Grilling also requires far less added oils or fats to cook the food which results in healthier foods than frying.