The shop is being a jerk. You bought it, it is yours. Your wife will shoot it. Nothing illegal.
But, if the shop reports this, there is a possibility the prosecutor is as big a jerk as the shop owner. Right, wrong, legal, illegal doesn't figure into the equation. What ATF and the prosecutor want to do to you is all that matters.
Sorry. I have a friend who learned that the hard way. The Feds have hundreds of lawyers and unlimited resources. You might be lucky enough to hire one lawyer, for a while, until you are broke.
Bring wife in and have her buy in her own name. Or switch dealers to handle your business.