With all due respect to the regulars here, I share some of your misgivings about "extra components" and don't think you've been getting particularly good advice here.
Which is not to say that those replying to you have been
wrong: just that they haven't done a very good job of explaining just why you ought to have that "extra" capacitor and resistor.
Looking at the datasheet for this device (Vishay), they say:
R1 + C1 recommended to suppress power supply disturbances.
Notice they say "recommended", not "required". Now what are those for? As your respondents have alluded to, but not said explicitly, the cazapitor is for power-supply decoupling: basically, isolating the IR sensor from any funny stuff on the power line. This is standard practice with most microelectronics, which, as you've found out empirically, isn't always required.
Now if this is part of a larger circuit, which it undoubtedly will be, then that circuit (PIC, f'rinstance) should include its own supply decoupling capacitors, which should probably be sufficient to protect this as well. And I'm a little surprised not to see a smaller cap, like 0.1 uF, commonly used for such purposes. If you look at most commercially-produced boards, there's usually at least one of these little guys next to any chip to protect it.
This reminds me of how it's not a good idea to just slavishly recite "you need [such=and-such] in your circuit" without a good explanation. I'm currently converting an old ATX computer power supply into a bench supply, and almost all of the how-to pages on the web tell me that I
have to include a resistor across the 5V supply in order to load the supply for it to work properly. Turns out this is
totally untrue, at least in the case of my particular unit (and some other pages do point out that such a load is not always required, depending on the supply).
I guess what I'm saying is that it would be nice that if people say "you need x, y and z", they would at least make an attempt to explain
why. I also am somewhat of a "rebel" in this way, I guess, because I don't like to put things in there without knowing why, or if they really aren't needed. (Of course, it's probably not a good idea to go pulling stuff
out willy-nilly without knowing why either ...)