Who cares? Lots of old cops end up working in gunshops. I don't know that they make particularly good salesmen (most seem to have absorbed a lifetime's worth of old wives tales, military folks seem to make better gunsellers), but they need a job just like anyone else. Lots of BATmen are just regular shooter dudes with no desire to bust noncriminals, if they want to work in a gunshop when they retire, good for them.
If it was some kind of sting, he wouldn't have been so sloppy as to say he was ATF.