Linda, if you use paper bags/envelopes you might want to keep those bags in a larger container such as a biscuit tin or something like that just to stabilize the humidity in the environment.
Stone, I don't know why some daylily seeds benefit from stratification while other peoples' don't. I once thought I'd prove that they don't have seed dormancy after I'd germinated some on a sunny windowsill in April with their never have been stratified or even stored in the fridge. So, I collected some more seeds and this time tried starting them in fall. Just to compare, I stratified some and started some without stratification. To my surprise, the unstratified ones had erratic germination spread out over weeks, even months. The stratified ones all germinated together within a week or two. So the difference may be in the time they are started, the starting temperature, or that the environment the seeds experienced during development determined whether they had seed dormancy or not - or all of the above. In some cases seed dormancy may have been bred out by people not waiting for the stragglers. Whatever the reason, it results in some confusion when people compare methods of starting daylily seeds.