The preposition to is not necessary, since approaching implies moving towards something/someone unlike going which may need additional context.

You might use a presposition if the perspective is different

The ambulance was approaching from the main entrance of the hospital.
the ambulance was coming from the main entrance

The ambulance was approaching the hospital.
the ambulance was going to the hospital

The preposition to is not necessary, since approaching implies moving towards something/someone unlike going/coming which may need additional context "going/coming to"

You might use a presposition if the perspective is different

The ambulance was approaching from the main entrance of the hospital.
the ambulance was coming from the main entrance

The ambulance was approaching the hospital.
the ambulance was going to the hospital

In your other examples

As I walked down the hill two thieves came out of an alley and approached to me
As I walked down the hill two thieves came out of an alley and came to me

I can hear an airplane approaching to us
I can hear an airplane coming to us