Besides, this is State government not Federal requiring the license.
Congress forces the states to incorporate certain uniform provisions in traffic laws, such as a drinking age of 21. It does this by bribing the states with "highway funds" taken from citizens of other states under authority granted through the postal and commerce clauses.
Perform in costume: That is a city ordinance. Again, not fed and not even State. I am sure NYC has a reason for that ordinance, take it up with them.
In the case of dressing up as an identifiable character from a non-free work of fiction, it could be a Lanham Act violation or copyright violation, which is federal. But otherwise, such an ordinance amounts to a dress code for appearing on public sidewalks. How would I go about searching for what other cities have an analogous ordinance?