Is an LLC Necessary?
Because you are a licensed individual responsible for your advice and actions, there is no 'asset protection' available for your actions as an insurance agent - regardless of the line of insurance you sell.
There may be other reasons to form an LLC or a corporation, such as if you hire employees (assistant, CSRs, etc). If employees were to sue you, you could be protected by having a business entity because such a suit would be separate from your actions as an insurance agent.
Just my thoughts and not to be taken as legal advice.