My argument with them is that I already have a unique number..SSN#
Not the same thing at all.
The UPIN is assigned after a complete investigation is done on what they see- sometimes arrests are reported and disposition is not, for example, or things like you are facing. The VAF process allows them to hold this information in a new permanent file on you as opposed to doing away with the info after 48 hours as required by law for regular NICS checks. This way, they have everything on hand for the next time you want to purchase.