I doubt this is Gander Mountain policy and more likely a misinterpretation of local laws.
I had issues with Gander Mountain back in 2004 but it wasn't really their fault. In 2004, Gander Mountain's Handgun of the Year was the then relatively new Springfield XD. Their price was only $379 which was also the price my brother would have to pay before shipping through a wholesaler with his FFL. I wanted one and was working near Columbus Ohio. I drove to their store on the West end and looked it over, held it, dry fired it and told the guy I would take it. He laughed and said that he would love to sell me one but he could not. Then he gave me "the story".
Apparently when the store was built and the FFL was filed, someone in corporate screwed up and used the store's loading dock address on the rear of the building instead of the store's mailing address which is the storefront. As such, the rear of the building was actually in Columbus City limits. Columbus had recently passed some ludicrous gun control laws. Under their draconian nonsense, you had to apply for a pistol permit for the city, after waiting 4 DAYS you could pick up your permit and buy your gun. You then had to fill out paperwork to register the handgun with the city. Hogwash! The salesman said that I would be better off to drive to the East end Gander Mountain store which was not in Columbus city limits and not subject to such crap. He also offered to call their gun counter guy and have everything waiting for me when I arrived--and it was. I don't believe in registration and was willing to spend an extra 1/2 hour in the car both ways to avoid it.
A year later we got state pre-emption through wiping out all those silly little gun control laws like Columbus had so I am sure that particular Gander Mountain was able to resume handgun sales. No one wants to get fingerprinted, pay a fee and then wait 4 days for some bureaucrat to grant his permission for you to buy a handgun.