I'm interested and considering getting an amateur radio license.

It's not clear yet, but I wanted to get a single portable device that allows for reception of all the most important frequencies, which I think includes shortwave, HF, VHF, NOAA weather and the amateur radio bands.

Is there a device that does all of this?

There are a few "hardware" Wideband radio receivers out there, depending on budget. Have a look at the site links below - the site does not claim to be a definitive list, and is focused around the pictures of the equipment.

The "big three". Some of the more modern bits of kit cover "DC to Daylight" frequencies.

Yaesu https://www.rigpix.com/yaesu/yaesuselect.htm

Icon https://www.rigpix.com/icom/icomselect.htm

Kenwood https://www.rigpix.com/kenwood/kenwoodselect.htm

For Wideband receiver's

https://www.rigpix.com/aor/aorselect.htm

https://www.rigpix.com/tecsun/tecsun.htm

https://www.rigpix.com/whistler/whistler.htm

Hope this helps.