They aren't "Woo Busters", and I feel like the general spirit of the show kind of keeps them away from the woo. The way the show is set up, there has to be something that can actually happen within the laws of physics. They usually build some gadgets to test the myths, and try to come as close as possible to the claimed conditions. If the actual myth fails, they can always try to replicate the claimed outcome. Usually, that involved blowing something up real good.
Dowsing just doesn't seem to fit the show, based on the fact that they want to really make something happen. Dowsing just doesn't work, and how exciting would it be for them to walk around with sticks instead of making things go boom or taunting vicious animals?