An Indiana cop is facing felony charges for carrying in Illinois. One complication of the courts allowing licensing of a right is that it makes how to deal with things like carrying in another state awkward. The courts could certainly mandate that each state recognize the license of every other states, and Congress could also do this under their Section 5 powers of the 14th Amendment.
But the only instance we have of the courts going along with the licensing of a right are with unenumerated rights, namely the right to marry and the right to vote. The right to marry would probably be among the natural rights our founders would have agreed with, but licensing its exercise doesn’t create nearly the complications as with the right to keep and bear arms. The right to vote, prior to the 20th century, was not seen as a right, and the founders probably would not have viewed it as such. This is why we had to use constitutional amendments to grant suffrage to non-whites, women, and 18-21 year olds. But in the 20th century, the courts have ruled it’s a fundamental right, but still allow states to register voters. Again, however, the complications of registering voters is not nearly as apparent.
But the right to bear arms isn’t anything like the right to marry or the right to vote. Generally speaking, weddings are planned events. This makes it much less burdensome to require a license to do so. Every state will issue a license to people who are not residents of that state. They are only required a license to actually marry, they may enter the state to get a license or with the intention of marrying. Likewise, a person can only vote in their local jurisdiction, and only vote once. There’s very little need to travel or move while exercising these other unenumerated rights. The right to keep and bear arms, unlikely voting or marriage, is a mobile right. Indeed, while people are traveling interstate, it could be argued that’s when the need is most acute. Hopefully the courts will come to realize that licensing such a right is ultimately unworkable.