You are acting as an informant basically, and a salesman, and if it was in the drug world, you would be selling the drugs, instead of "Just" a firearm.
Not to mention time spent during the stings, what about time spent in court, if you are needed to testify? There could be a lot of pro bono work on your part just for wanting to be a "Good guy". If I wanted to be part of the criminal justice system, I would have gone to college for it.
Just look at the liability, on the face of it right now, the shop ID'd with providing the guns that killed the agent, MUST be expecting a civil suit from the survivors.
Not to mention the potential to be involved in multiple deaths, including, maybe, innocent people. Guns and drugs can both kill. I wouldn't feel comfortable selling either to known criminals, even if it was under the blessing of the DEA or BATFE. I couldn't sleep at night, wondering what was being done with the merchandize I was selling.