i mean, if you registered the company in estonia and dont have a licence its illegal?
Yes I understand that's the case, why would they create a license if you don't need to apply for it?

Just like when you set up a money exchange booth at a station, you need some kind of license probably. Make sense.
an exchange without fiat does not to get a licence in many countries .
did you have the e-residence before you get your company or after? do they know you going to have a crypto business before they send your e-residence?