There's no rule, but using sashings can allow you to "float" the stars so all the points show. It can be a little tricky to get all the points of an Ohio star block exactly right so you don't end up cutting some of them off. "Floating" the stars (allowing extra seam allowance around the points) ensures you don't end up with cut-off points. That may be why you see a lot of Ohio Star quilts with sashing.