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
tome
As I walked down the hill two thieves came out of an alley and came to me
I can hear an airplane approaching
tous
I can hear an airplane coming to us