Read some more and found it in the NEC that your not supposed to bury it because it's not rated for abrasion/puncture resistance. And for some reason it's not allowed in conduit except in certain circumstances but it didn't clarify where I was reading.

However, it's your property, your land, your risk. I would personally bury it as long as it's not in an area it'll be damaged. I'd possible you could rent a small trencher and bury it inside an oversized conduit (so it pulls through easily).