In some states you are free to carry openly, but in this day and age, many people would freak out depending on where you are. Check your state and local laws.
As for ending up on the State's list, recall that under the Clintons the BATF was indeed using Brady background check data to build a database. If you have ever purchased a firearm at a gun shop which went out of business, they are required to turn their yellow sheets over to the BATF(E), which, doubtless has used them to enhance that database, and which may have been part of the reason they have declared war on FFL holders and caused so many to go out of business.
In short, there is a very high probability that you are already with us on a list somewhere, and we might as well hang together...
As for licensing and the Constitution, I see it as an infringement as well, and I understand you apparent view of it as gunowner registration, simpler than registering guns. We only need one to carry concealed weapons in my state, whether they are a firearm or other dangerous weapon, which leaves me a wide variety of otherwise prohibited tools I can carry where there is some overriding federal or other restriction on concealed carry, so in my state, there is actually some benefit to the broader based permit.
Philosophically and Constitutionally, I shouldn't need a permit to carry any weapon (much less to simply acquire one as in some states), but as a practical matter, until that too can be addressed, it helps avoid being arrested.
No matter how seemingly benign, all government should be kept on a short leash, the tendency to usurp power is second-nature.
IIRC, both Virginia and Arizona were so called "Open Carry" states and it did make the LEOs so nervous that the CCW permit law was passed so as to offer everybody a little bit more comfort. If the cops don't know they won't roust needlessly. If the criminals don't know, perhaps they'll be more circumspect in committing crimes.