Sugar gliders are illegal to keep as pets in some states. It's recommended that you check with local authorities or check with the health department or do a quick Internet search and find out if sugar gliders are illegal to be kept as pets wherever it is you live.
There are probably a number of different reasons why individual cities, states or regions would declare a sugar glider illegal to be kept as a pet. Where most animals that illegal to be kept as a pet relate to zoonotic or diseases that are transmittable that those animals may be carrying, that doesn't tend to be the case with sugar gliders as they don't represent an animal that would harbor a lot of diseases that are infectious or dangerous to human beings.
A lot of states will often have pets declared illegal that relate to the illegal pet trade, illegal importation/exportation and as a means to regulate pet ownership demographics.
Sugar gliders as I mentioned don't represent a natural source of a lot of infectious diseases. And so the ability to keep them or the desire to control them may relate more to just local laws, local regulations, restrictions on housing, restrictions on pets for sale and the ability for the local government and local authorities to control the type of pets that are kept in that region.
So we recommend that you check with your local authorities or your health officials so you can determine if there are any legal issues related to keeping sugar gliders wherever it is you live.