I am not so sure he doesn't have a point. The airline is in a unique position to know the local laws and their immediate consequences. On their site they advise what the procedure is to comply:
We do allow small arms ammunition, in quantities not exceeding 11 lbs. (5 kg) per person, as checked-baggage only. The weapon must be securely boxed and intended for that person's own use. More than one passenger may not combine quantities into one package. See more details under shooting equipment.
Below are additional guidelines related to traveling with weapons:
Firearms are permitted as checked-baggage with special requirements.
Gunpowder (e.g., Pyrodex, black powder, mace, pepper spray, and tear gas) is never permitted.
Once Delta has assumed the role of advising their customers as to how to comply with something as critical as checking firearms onto a commercial airline, I believe they have an obligation to provide complete information. Especially, and at LEAST, they should alert their customers to specific laws, such as NY, and NJ, that are anomalous to the rest of the country, and that potentially place their customers in significant legal jeopardy, including possible felony charges.