From what I've seen, they rarely say definitively that the myth is true or false. If their test recreates the myth, then they say it's plausible, since they were able to make it happen. If they aren't able to do it, before claiming it's busted, at the end of the show they include statements from other sources backing them up, or just simply explaining the scientific evidence, independent of their tests, that preclude the myth from being possible.
I haven't seen every episode, though, so do you have any examples of explosions busting myths?