Which sentence is better?

They have slightly different meanings.

"Often" means one thing, "always" means another.

They are both perfectly normal sentences, and they both sound fine to a native speaker.

in your first question you're asking about seminars.....

in the second you're asking about "them" whoever "they " are, so the two sentences are actually dealing with different subjects...

No they aren't. Both sentences are about the frequency with which seminars occur on Wednesdays. In ordinary spoken English, the passive voice is generally avoided. (It is often deprecated in written English also these days.) In order to cope with this, a hypothetical or unspecified "they" is used.

Why do they run so few buses on Sundays?

is preferred to

Why are so few buses run on Sundays?

I agree that the second sentence can hold different meanings. It just depends on the emphasis. But if we're looking at this example the way we've looked at previous ones, we're to assume the meaning is the same; therefore, to answer:

Why are seminars often held on Wednesdays?

Why do they always hold seminars on Wednesdays?

Some people would be more comfortable with the first, and others with the second. I think the second one, however, would be more widely used. The first is in the passive voice, as well, or is it impersonal passive? Either way, it is not as used, I believe.

The meanings are not the same. The first sentence expresses curiosity about why seminars are often (frequently, many times) held on Wednesdays.

The second sentence expresses curiosity about why seminars are always (without exception) held on Wednesdays.

In either case it is a possibility that seminars are held on other days of the week.