As others have said, the FFL is legally obligated to register the gun in his bound book. No responsible dealer would skirt that based on the presumption that the transferee has some sort of innate right to open out first whenever he gets there. If your FFL skips the entry requirements, our make me wonder what other points of law he might be skirting with his business.
If you don't trust the FFL you have selected to do the transfer, to open the package and treat your property with the same respect he treats his stock, why are you doing business with him?
"The gift which I am sending you is called a dog, and is in fact the most precious and valuable possession of mankind" -Theodorus Gaza
Baby Jesus cries when the fat redneck doesn't have military-grade firepower.