I almost never carry sharpening gear with me into the wild. For the most part all of my knives are sharp and will retain their edges plenty long. And I generally have more than one knife. For me sharpening is a job best done in my shop at home. While you can spin a scenario where having the ability to sharpen might help you in the field I don't think it's mission-critical for most of us.
One obvious scenario is when one is hunting. Especially when skinning out a large animal, being able to touch up a blade in the field is very useful.
If I am backpacking or climbing, I never carry sharpening gear - simply can't afford the extra weight. Sharpen it well beforehand and rely on expedient means if it gets really dull. If a vehicle is involved, a stone or two is good.
This is sometimes true. When weight becomes a big issue (as in backpacking) then the sharpening gear might stay at home. Unless, of course, as noted above when hunting. On the other hand, when paddling my sea kayak, I keep a small stone with my gear.
As always, the universal answer applies: "It depends!"