NJ requires that BP stuff be sold exactly like "real" firearms.
Even though the BATF could care less, the NJSP does.
Most dealers there just use "real gun rules" for all of their stuff. if he insists on shipping it to a FFL... let him. Your FFL can just hand it to you without any paperwork, and will likely not charge the usual transfer fee. I had to have this done myself, it was a bit of an extra step, but it is what it is.