Is a gravel layer necessary under sand for a paver fire pit base?
The gravel is a good idea because reasons. Reason one being that gravel provides much better drainage than sand which will help keep the rather nasty water (rainwater through ashes is the traditional way to make lye) out of the yard or from freezing and heaving in the winter.

The second reason being that gravel compacts better than sand, and can be compacted by beating on it where as sand must be vibrated. A compacted base obviously means less settling down the road. 

So while it's not essential it does add a bit of durability for the low price of a couple bags of paver base and thumping on it with a tamper. It's pretty cheap insurance against resetting pavers. But really the biggest recommendation is that you need not be concerned with the drainage and compaction properties of your existing soil.