Peace of mind, which is probably worth more than $25 to you. The low likelihood of getting caught is mirrored by the unimaginable penalty if someone backtracks the gun to you for some reason and either of you mentions the terms of the sale.
Peace of mind can be free if you use a Bill of Sale when you sell any firearm. No need to pay $25 or whatever cost to the LGS. Keep records of all your firearm sales if you choose, and keep them in your home.
On that regard, even if a gun you previously owned was used a crime after you sold it to someone else, the court would have to prove you were in possesion of the gun and was there at the scene of the crime. Nothing to worry about if you actually aren't involved in the crime.
Same thing if you sell a car to a private individual. If later that week after you sell your car, the new owner does a felony with the vehicle (robbery etc), they have to prove you were driving it (which you won't be.)