Many cactus seeds need light to germinate, in fact nearly all of the non-Opuntioid desert cacti need light. Bury them too deep and they won't germinate. I don't bury them at all unless they're big Opuntia seeds.
For small seed, I sprinkle them on top, them give them a spray. That way they end up in the nooks 'n' crannies and don't try to germinate on top of anything.