If you don't apply for your carry licesne or permit (in PA it is a "License To Carry Firearms" by the way) you have two choices: You can go without your sidearm or you can violate the state's laws and carry without it. (In some areas, like here, you have a third option -- open carry -- but that is another debate.)
If you go without your weapon, you have denied the government one of the many ways that they could possibly track you, but you may find yourself in dire need of that weapon at any time. Is this trade-off of risks worth it to you?
If you carry without a license/permit in states that require one, you now have two types of harm to try and aviod: The violent aggressors who's potential activities have prompted you to carry a gun in the first place, AND the state who's penalties if you are discovered may be quite severe and may plague you for the rest of your life. Is that a risk you really want to take?
Sure you can live VERY carefully and maybe you will get away with it forever. But the odds, over the course of a long life, are against you.
In the end, it really comes down to the fact that most of us will choose to follow the law, both for ethical and very practical reasons. And because we understand that a CCW/LCTF is just one more in a long chain of identifiers a tyrranical govenrment COULD use to track us down. Understanding that we cannot reasonably live deep enough in the shadows to avoid whatever eyes may see us, we accept one more minor "hook" because it gives us important benefits.
If nothing else, in a lot of places a citizen's CCW/LCTF is seen as a kind of "Good Guy Card" that tells a law enforcement officer that the holder has a clean record and is pretty likely to fall within that segment of society that isn't going to give him any reason for stress. (Search here for how many folks attribute a cop seeing their permit for getting them out of speeding tickets, etc.)
On the other hand, you may be a fine, upstanding person who never harmed anyone and who lives an exemplary life, but if a cop discovers that you are carrying a weapon illegally, you may spend a long time in jail and will never own firearms (legally) again.
Are the risks worth the benefit you think you're getting?
-Sam