For natural gas, having a pan under the burner isn't necessary but it is recommended. A pan keeps excessive debris from potentially clogging the burner nozzles, adds extra support for the burner and it also makes it easy to access the gas line for inspection. Another benefit is that it cuts down the amount of medium you have to buy because the pan supports the gas line which means that you won't have the fill the bottom of the pit with gravel to hold the pipe up. For propane, a burner pan is necessary because an air mixer is required to ensure a clean and safe burn. A pan will provide adequate space for the air mixer to function.