States can have a driving record for someone without a driver's license so it is very likely that some states could require a SR-22 without the person having a license either.

State laws differ but it would appear that one of the penalties in your state for driving without a license, and thus probably without insurance as well, is obtaining a SR-22. It may be that you only need to obtain this if you want to acquire a driver's license at this point or it may be required so that you can apply for one in the future.

An SR-22 is proof of financial responsibility which the state would want you to have if you drive at any point it appears. To find out why you must obtain a SR-22 and if it is necessary even without you having a driver's license, check with your state's Department of Motor Vehicles or the state agency that is requesting you to acquire the SR-22.