It really depends on what kind of “shopping” you’re doing in some cases.
For example, we (meaning the boss and I) got a cease and desist order for some jobs that we were going to do in Arizona. Our PI license is not valid in Arizona, and it has no reciprocity with the states in which we hold them. I was told that you don’t need anything to do customer service shops in Arizona but in order to do any sort of integrity jobs that could potentially get somebody fired, you need a valid PI license issued by the state of Arizona.
99% of the shops we talk about here are fine anywhere except NV.