If the two objects are not closely related, a found path will likely involve class objects and stack frames and may be of little practical use. That is why this option is not selected by default.
JProfiler starts the search for the first selected path type and stops as soon as it finds a path. For large heaps the search can take a long time, so if you know that there is no direct path between the objects or that you are only interest in one direction, you can disable the other options in order to save time. If no path could be found, an error message is displayed.