It’s well known that they were laid originally without joints. Even when some consignments were a bit irregular, the workers laying them would skillfully ensure they were laid touching the adjacent ones, and thereby achieve a corbeling effect whereby the whole roadway would be braced and extraordinarily robust. That method leaves very narrow gaps into which sand would be brushed, permitting some drainage of rainwater vertically.
That may not be what is preferred on every project though, and frequently they’ll be laid with a deliberate gap to be pointed with a mortar joint later.
It is worth noting that grey Portland cement being relatively recent (20th century), to achieve a more historic finish it is better to use a lime-based mortar with its characteristic off-white tone which rapidly weathers to a stone colour. Readily available in most countries, this can be supplied by BCA too in the form of pre-mixed bags.