i've been doing some tests, and what is being said isn't wrong in one sense so much as it isn't very clear.
when using javascript mode, you do need to have a data folder because you are using it within the IDE. You'll notice that after you run it, if you look in the web export folder, there is not a data folder, and the file has been moved to the same as the pde is in.
the place where you read that was under an explanation of javascript mode so it's not correct. still it is technically the case that when using pjs you do not need a data folder, but when using javascript mode, you do.