License are made to give to any operating business or services to ensure that they comply with the following regulations. So if gambling sites don't have licenses then you won't guarantee that they are implementing the rules like making their games fair to the players.
All businesses run in a country must have a license that indicates that the business is legal and does not violate the law. This also applies to gambling sites, both the use of fiat money and digital money such as bitcoin.
Especially gambling sites have certain rules where each country is different, because there are some countries that do not allow gambling sites to be applied in their area, except certain areas such as the Tourism Zone.