You have to buy a license because people who enjoyed hunting and fishing many decades ago realized that there was no regulatory authority over the resources they dearly loved, and people were overexploiting the resource to levels that were not sustainable, and completely extirpated some species from certain places. Then the PEOPLE of this country, the sportsmen and women, pushed for legislation to regulate game and fish. State agencies were formed to regulate within their boundaries, which can not be done without funding. License sales fund game and fish restoration, regulation, conservation, education and enforcement. Without the sale of licenses you wouldn't have any fish to catch.
And as with any other government agency they completely run rough-shod over everyone. We need to see your license, your permit, your orange, how many bullets you got, size of your orange, which fish is it, how long is it, where'd you get it from, your boat registered, how big is that life preserver?, how old is he?, ...