"Those who don't know history..."
There was a time when unlimited hunting had reduced the numbers of various game populations to very low levels. Deer, ducks, geese, turkey...Commercial market hunting had ended the existence of the Passenger Pigeon.
Nationwide, hunters as a group said a collective, "Oops! We gotta do something!" While not overnight or on just a weekend, call the timing roughly the beginning of the 20th Century.
And we--or your great-granddaddies or granddaddies--got state legislatures to create wildlife agencies. Hunters' input created, generally, the fundamentals of today's management.
Hunting licenses, regulations, ownership of game animals, excise taxes on firearms--all those came about as a result of hunters' lobbying efforts.
We did it in order to have game to hunt. You always gotta remember that without a surplus from which to harvest, there would be no hunting.
About the money: Aside from the state licenses, there are the funds generated by the Pitman/Robinson tax and the Dingell/Johnson tax. These are paid by the manufacturers, and built into the price of the shooting/hunting gear you buy. FWIW, Cong. Dingell (D-Michigan) is the one who coined the term, "Jack-booted thugs", on the floor of the US House of Representatives.)
History. Always think history. Wikipedia can be your friend. It's easier for Olde Pharts like me; I'm almost to that point of, "Hell, I was there."