I'd suspect that if you can't clean the space between the structures every now and then, only attaching and sealing the shed to the house would keep something from breeding there.

In most jurisdictions, a shed requires a building permit. The permitting authorities may not allow a shed to be installed in the manner described here.

"...most jurisdictions, a shed requires a building permit."

Most places make an exception for sheds below a certain size (square feet), especially if they do not have any power run to them.