The purpose of an external sill is to take water away from door and deposit so that it will not make its way in to the property. If your door was sat directly on to brickwork, then you will need a sill because the brickwork is a flat surface. Water is not going to disperse on its own, so a sill is recommended.
If your door is being fitted on to some form of existing sill like stone or concrete, then this should drain water away on its own without the need for an external sill. We would however always recommend that you discuss this with your installers to ensure that no errors are made.