Source for this claim ?
Meh, impression I get is that the show is geared more toward entertainment value than dealing in facts / truth / whatever. They take very complex matters and find one angle which allows them to call bullshit. Like someone else in here said a chiropractor visit proved helpful for him, and someone else called it out for being anecdotal ... one episode I saw, they "debunked" the claim of fastfood being super unhealthy by showing one damn family who ate fast food often but weren't dying of heart attacks or whatever.
http://en.wikipedia.org/wiki/Penn_&_Teller:_Bullshit!#Criticism
Don't get me wrong, I actually agree with many of their stances -- but sometimes they just aren't being fair, while trying to pass themselves off as standing on a higher ground of reason/logic.