You are in zone 5, so if you plant outside now, they will still go through some cold period. Usually the needed period is only about a month. The seeds thought they have gone through fall/winter, so when the weather warms up again, they start to sprout.

But I have also grown some without stratification. The germination rate is lower, but we usually have lots of coneflower seeds. I would suggest growing lots of them (or all that you have). In the fall you can transplant some of them.

I have sown the common purple cone flower and the white swan without any cold period (straight from the package) and had at least 80% germination in 4 days. I sowed coneflower Magnus a week ago and only have 2 sprouting under lights. I probably should have chilled them, but I always try the easiest thing first to see if it works.