Unless you're in an area where the ground freezes, I think you're fine. It's the freezing/thawing cycle that causes pavers to heave unless they're laid in a prepared base.

I have a brick walking path and a slate path. Both are just laid into the dirt. The brick has sunk a bit but not badly. You throw some gravel underneath but I don't think you have to.

I have a similar question, about laying large stepping stones on bare, compacted (clay) soil. My only concern is drainage during a particularly wet winter, but the currently-bare path we've used has not flooded so far.

zlovsky and perhaps jenn.
I was just passing by this site briefly, but believe I may have useful info. I lived on the same property in CA for 60 years from birth. I believe our cement flagstone patio was layed on ground before my birth. With minor exceptions it remained stable for at least 60 years! Now the SF Peninsula is dry with less than 15 inch rain/yr and freezing only to 25 degrees on rare occasions. These flagstones were probably 1.5" thick. Perhaps there was a smidge of sand under there, but certainly nothing else. Good luck.