My thoughts on the matter
When using metal lath, it is generally a good idea to do a scratch coat so that the mortar will bond through the diamond spacing in the lath. Just mudding the veneer rock and pressing it into the lath without a scratch coat is almost never adequate since it doesn't squish itself into those tiny holes in the back. The rock and the mortar will typically fall off. I prefer Stucco wire, instead.
Another thing is that if you are doing a scratch coat that you run over it with a raker so that there are notches for fresh mortar to bond to. Personally, if I am "forced" to do a scratch coat, I don't let it dry. Instead, I mud the back of the rock and stick it on to the wet mud from the scratch coat so that the mortar bond is homogenous. If the bond is a homogenous one, then it is considerably stronger since there is an actual chemical reaction going on and not "water drying out" of the mortar, which some people don't realize.
My personal preference is this: I prefer to use #17 gauge, inch and a half stucco wire (which is an equivalent to the lath if you are putting 15 lbs. or less per square foot) without a scratch coat on the wall. Instead, I do a scratch coat on the back of the stone so that the mortar will bond to the back of the rock more securely. The Stone veneer is typically VERY dry and just plopping mud on the back of a rock before sticking it to a wall is like briefly running water over a sponge that is so dry it is stiff (you need to get the sponge a little wet first before it will absorb more water). After scratch coating the back of the stone I plop mud on it and stick it on the bare wall and let it squish out around all sides. There is usually about a 1/4 to 1/2 inch of mud between the stone and the wall. Then I use the tip of my trowel to squish the excess against the wall so that there is about an inch scratchcoat bordering the stone. This ensures that you have tight joints if you are doing a drystack look and keeps the stone clean. Also, it ensures that there is a sheet of mud between the stone and the wall so that no moisture will get behind the stone and pop it off when it freezes.
This leaves the veneer secure to the building. It is even more secure than doing a scratch coat from my experiences of ripping off the stuff from mistakes and change orders. There was once a change order on some deck railing and I had to pry off some drystack chief joseph (harristone.com type stone located in Ogden Utah) and it took a 4 lbs. sledge hammer, two chisels as a wedge and another chisel to break the stone. It took about 2 minues of constant pounding to give myself some spacing so I could fit a chisel behind the rock to rip it out... Eventually, I had to get my wire snips to cut the wire because I was pulling the staples out and effectively pulling out the other stone. about 15 minutes to take out 1 square foot.
I have litterally climbed walls of drystack that I have done with veneer stone.
I have layed this stuff in places where it can get 12 inches of snow in a day and be in the negative temperature readings during winter. Stuff I have laid 10 years ago is still there.
In my honest opinion.... It is absolutely necessary to to put a scratch coat on lath so that the mortar bonds around the lath as strongly as it can...