No, you didn't buy that gun new. You bought it used. And lets assume like is the greater case they don't catch me on the scene.Let's assume you actually shot a person...now it is a felony...then the police would get involved...and if it is on State land the CBI. You'd be taken into custody and the gun dusted for prints.
If it turned out you were not a legal gun owner....a registered sex offender or known drug addict...or both. Now we go to the records to find the last time a background check was done for a buyer of that gun. Go to the gun shop where that was done and find that I bought the gun and had a check run then...but sold it to you without one.
Now I get charged as complicit in the crime. Let's say I claim the gun was stolen. Now you can either tell the truth about when you bought it and where and identify me as the seller or you take the hit for stealing the gun as well as the other crimes associated with the original shooting. And if I didn't report the theft then I get charged for not reporting it.
Now you claim I bought it, if you even remember me, but I deny it. I say you changed your mind. I have an alibi for the time of the crime and you don't.