Is aqueous medium necessary for complex formation? if so, why?
It should be noted that ammonia is a mildly polar solvent and that (for instance) you can prepare $\ce{[Cu(NH3)6]^2+}$ by reaction with liquid ammonia1. The description of the geometry (two pages earlier) of $\ce{CuSO4.5H2O}$ (namely containing a square planar $\ce{[Cu(H2O)4]^2+}$ unit with two additional $\ce{[SO4]^2-}$ above and below the plane) suggests that ammine ligands could fulfill a similar role to water.

Bear in mind that passing ammonia gas over a solid will probably mean that if the reaction happens it will only happen near grain surfaces.

To answer your second suggestion, Housecroft and Sharpe1 identifies a reaction producing $\ce{[Ag(NH3)4]+}$ from $\ce{Ag2O}$ in liquid $\ce{NH3}$.

Hope this is informative.

[1] Housecroft, C. E.; Sharpe, A. G. Inorganic Chemistry, 2nd Edition; Pearson Prentice Hall, 2005; pp. 635–637, 693.