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Well, YMMV, but my wood outside bicycle storage shed (12' x 4'), AKA The Bicycle Palace, which I built about 10 years ago stands partially on some slabs which were laid by the people who did my driveway (originally the home for a 6'x 8' shed) and partially on slabs laid by me on compacted sand. The slabs laid by the professionals, on MOT sub-base and concrete, are fine. The extra ones I laid on compacted sand have sagged, to the point where it's no longer possible to open the right hand door.
Now I'd be the first to admit that maybe the sand wasn't that compacted - jumping up and down on it in wellies and then hitting it a spade probably isn't the professional approach. And the exit from the gutter is on the same side as my extra slabs which have sagged. Nonetheless, if I was doing it again, as well as making some fairly major design and material choice changes to The Bicycle Palace, I'd use MOT sub-base and concrete as a base for the slabs rather than just laying the slabs on sand.
Hopefully this will all be immaterial in a few months, once my father finishes the drawings for Bicycle Palace #2, and I can get that built. By professionals.
Maybe, but quite possibly not. MOT sub-base, compacted, a couple of inches of concrete, and then some slabs would be my preferred option. Possibly overkill, but why do it twice?