If it's just a normal 1-2 tsp/gal salt treatment, it's probably a pretty good thing for the fish. Salt baths kill off a lot of the nasty fungal infections that bettas tend to pick up. I don't know that "shocking their system" is the best way to put it, but the actual process goes a long way to keeping the fish healthy.
As far as the methylene blue, the Petsmart right next door to me that usually does lots of water changes and carries healthy bettas puts it in their cups. The Petco in the city which seems to put less care into their fish does not. Of the 3 bettas I've bought in the last 8 months, the only sick one came from that Petco.