If your PSU is failing in some way it could be sending incorrect voltage values to different places inside your computer. You can't never discard that it could be a PSU problem because if it is sending bad voltage values to memory, you'll got memory errors, for example. If it send incorrect voltage values to your hard disk it could make your disk's read/write operations to fail, generating non-physical defective sectors. Also, it could just do nothing and blow up in any time!

What I mean to say is that a PSU problem could deliver random errors and skipping a test because you just assume that's not the problem could give you hour of headaches.

I'm just basing my arguments on my own experience after working years fixing computers.

Also, is cheaper to get a PSU to test than a memory, right?