I don't imagine that any gun dealer would risk his business by selling other items than oil or holsters for Bitcoin, ammo a certain no no.
When I purchase ammunition online, I first provide them with legal identification and they happily sell me thousands of rounds. Why should my method of payment change anything?
You're probably right, but there was a story on reddit that also found it's way over here, where a gun business owner had his bank account closed by his bank, as they were nervous that selling on-line could risk them being connected with another shooting. It was after the "Batman premiere shooter". He had purchased his ammo on-line, if I remember right.