Sure, it's possible to test this type of technology, it's just somewhat difficult. The theatre can't be used "as is" since- as has been pointed out- the visuals would be problematic. Similarly, the name that is on the screen has the potential to play a role- as the PATHS people suggest. Perhaps testing only the audio would be a better way? I don't know. There are so many claims that I can't figure out what elements are supposed to work in what way.
As for the reason... The important aspect is to remove the placebo effect and measure change from there. It's not about "choosing". It's about experimenting. I am a researcher by necessity, so I believe that research is always valuable. If I had the time, money, and motivation to explore PATHS, I would. For my part, I've tried it and made my decision based on my experience and that's that. But that doesn't mean that I don't enjoy thinking about means to test it. I think of mens to test pretty much everything. It's like a bad addiction