Lack of Knowledge, or a Conspiracy?

So many papers I read, like this one, make the assertion that when we can't be sure about whether a data series is I(0) or I(1) (so stationary or non-stationary, integrated of order zero or one), it's ok because we can use the Pesaran, Shin and Smith (1999) approach and all is well.

Implicitly, then, according to these guys, the Johansen (1996) approach requires some previous knowledge about the level or integratedness of the time series.  Is this true?  Of course it's not.