Price Index Tables are mainly used when a collection of products product is used e.g in category page.
When we open a single product page, price is not read from index tables rather its directly read from main tables.
Index tables have additional mysql indexes applied, which help speed up the data revival.
If you look at the class Mage_Catalog_Model_Resource_Product_Collection and the function _productLimitationPrice(),
here you will see that we a join() is done with price index tables.