Interesting. They never told me that, although they did request an EIN -- which I suppose actually is registering as a business with the "state", even though the number comes from IRS.
OP, phone calls work well with this MSC. Although their schedulers seem to be working mostly remotely, if you call the office and leave a message to show you're actually interested and available, you might get better results.
Also, you may just live in an area where they have plenty of shoppers available. I recommend doing the more in-depth background check for on-site inspections.
This is one of my favorite companies, pay is fast and fair, communication is good.