That's not what it means
It just means they're covering their ass because some things are a large liability if it comes out that some mass murderer bought all his shit on ebay.
There is no liability though.
If the murderer bought the parts from the gun store down the street then the gun store would not be held at fault unless they sold a firing assembly to a felon or otherwise prohibited person. How a gun is used is no longer the problem of the sales person unless he knowingly sells to a person about to commit a crime.
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"I'll keep my money, guns and freedom. You can keep the "Change."