You have the gun. PA has no requirement for registration of a gun you already own, so I don't see the problem for you. The burden of complying with the law regarding transfer of a firearm is on the seller, not the buyer, so you did nothing wrong no matter whether the gun is an antique or not.
It sounds like the dealer is confused between an antique, which requires no paperwork (no 4473) and a C&R item, which might depending on whether you have a C&R license and on state law. (For example, MD doesn't a C&R license.)