I was wondering the same thing not long ago. It turns out that licensing requirements for HVAC technicians and other similar professions are handled at the state and local level. For example, the state of New York is one of the few US states that doesn’t require plumbers to have a license, but specific districts within the state may make that a requirement.
The situation is similar for HVAC technicians. It’s hard to find an updated list of states that currently require licenses, but last I checked, 39 of the 50 US states required that HVAC technicians have a license. That’s without mentioning any local requirements that may exist.
On top of that, even in states where a license isn’t required, employers may still favor workers who have a license over those who don’t. Meaning that while you may not be required to have a license as an HVAC technician, it might still be a good idea to get one. You can find out more about HVAC professional requirements on HVAC Schools 411.