What do you mean they don't go through a scientific process? They pretty closely follow the scientific method.
1. Form a question. (The myth.)
2. Gather information and resources. (They often talk about what they know/have researched about the subject on the show.)
3. Form a hypothesis. (They don't always state it, but it's typically, "If we do this, then myth should happen.")
4. Test the hypothesis by performing an experiment and collecting data in a reproducible manner. (The experiments/busting they do, which they collect data on.)
5. Analyze the data. (They have to do this.)
6. Interpret the data and draw conclusions. (Confirmed, plausible, busted.)
7. Publish results. (They don't do this in scientific journals, but the show is an avenue of doing it.)