I have poured many small sidewalks and shed floors and never put
gravel under the concrete. I want to pour a driveway section in front
of the garage and was told by a guy at the concrete company (who came
to measure the amount needed), that I need to put gravel under the
concrete. WHY?

I should mention that I always put lots of small to medium sized rocks
under concrete to save on the amount of concrete needed. I save all
rocks I get just for that use, and leave them get rained on to clean
them. Any rock that will not exceed the height of the forms, goes in
there. Because this will be driven on, I intend to put in some rebar,
which I never do on sidewalks and shed floors. I have never had any
problems with these sidewalks cracking or substantially lifting in
winter.