I thought that when the background check was done for my pistol permit, it went through the FBI too not just the state.
It may have, it may not have. Doesn't necessarily mean anything either way.
Just about every CCW permit, as part of the application process, involves a background check at state and federal levels (often complete with prints being run through the FBI). I also have a C&R FFL, so I've even been run through the ATF's version of whatever check they do. Despite that and my MO CCW, I go through NICS on every purchase from a 01 FFL. That's just how it is.