> which I must be able to show to certain agencies at any time.

Which agencies and for what reason? There is no general obligation of US citizens to carry identification or even to provide your name to authorities unless you are reasonably suspected of a crime.

I was pulled over once for doing a U-turn on a street (There was no No U-Turn sign) to pick up a friend from work whom I saw was walking. It was a very cold night and he had on only a T-Shirt. I didn't have my wallet on me, but knew exactly where it was at home.

I sat in the back of a police car for a hour while they researched everything about me.

Again, there was no No U-Turn sign. I was simply suspected of something, of which the police never informed me of.

That was the day I learned I always needed my license, for apparently any reason, in the US. Even if you're white.

Didn’t you just name a reason?

The always carrying something to identify myself is weird. In practice I usually carry my driving license around, but I'd expect to be able to go out without it (and do so occasionally if I'm in an outfit without much pocket space).