There's varying opinion on how to install stepping stones onto soil with some recommending sharp sand as a base, others recommending 'bedding' them to the soil using cement. What problems, if any, are there with laying the stepping stones directly onto a good compacted soil underneath?
I have found that the deciding factor is the size of the stones. Small stones can shift off level or be pushed up with the spring thaw in colder climates. Big stones don't move around so much.
The other reason to use sand is to provide a less attractive place for tough plants to grow. It was a surprise to me to see horsetails (equisetum) apparently grow under and across two feet slabs of limestone and pop up on the other side. Common milkweed is equally capable of traversing long distances. Anything you can do such as a bedding layer of sand to make it drier and less attractive for weeds is a win.
It depends on the soil. I have done in two different location , but both soils were very sandy. Looked good in place one after 7 years. In the second location much longer ; pathways disappeared under spreading grass and weeds after 15 years. I should have cleared the path with a weed-eater a couple times a year. The flagstone pieces typically had a major axis of 24 " and were 2" thick ; very little freeze -thaw , maybe once per year. In a covered location ( garden shed/green house) , bricks laid on the sandy soil are still fine after 20 years. So a couple data points for one soil type.