Part of the fun of the show is Josh's personality. His sense of humor and attitude helps make the show entertaining, but is serious when the situation calls for is.
Plus, his resume is impressive from a scientific standpoint -- archaeology degree from Tufts, qualified SCUBA diver, mountain climber, participant in archaeological excavations, and member of the Explorers Club. Definitely puts the crew on Paranormal State to shame.
I wouldn't say they find "nothing". The 2nd trip to the Himalayas investigating the yeti they found some hair samples that DNA analysis showed belonged to an unknown primate. That one is on this afternoon at 4PM eastern time.