"Monte Carlo approaches" like lattice QCD do use the path integral directly!
The discretization and finite-volume approximations may be removed by doing calculations with different spacings and volumes and extrapolating. The Wick rotation is more subtle, and typically means only some observables are accessible. To study the path integral with real time causes a very difficult sign problem [essentially: you need an exponentially large number of samples in order to get cancellations under control], which is why real-time quantum dynamics is an exciting potential application of quantum computers.