There are a several reasons, Matt. The first is that block paving uses much smaller elements that are not able to spread the load as does a larger unit flag. This only applies to flags that are 450x450mm or more. The small element pavings, ie, flags of less than 450mm x 450mm, also need a sub-base layer to help them carry the imposed loads.
Secondly, a sub-base helps ensure a regular thickness of laying course material can be used. which, in turn, helps avoid what is known as differential settlement. It also eliminates any deviations in the level or 'hardness' (CBR) of the sub-grade, creating a suitable and solid surface for the actual paving.
Thirdly, most block paving is subjected to vehicular traffic and so a sub-base is essential otherwise the paving would just 'rut'.
While the 3rdreason doen't apply to patios, the first two reasons apply to ALL block pavements, even simple patios or paths. Obviously, on your own property, you could choose to disregard this advice, but then your paving will settle over time and end up looking a right bloody mess!