You need a license to operate much more than a car in Connecticut and most other states. Many businesses and professions must be licensed by one of the state's many administrative agencies to conduct business and other activities, from hairdressers to hypnotists to contractors. Additionally, certain other activities, even for recreational and non-profit purposes, require permits from state or local agencies.
The administrative state is called a few things: bureaucracy, the "unelected fourth branch of government" and probably some choice words and phrases depending on your experiences. Regardless of the name, administration and regulation are major parts of law, business and life in the United States and Connecticut.