I have encountered the same when I won an M/L from a pawn shop, on GB. I questioned the seller about it and he told me that his legal guy requires this for all buyers even though it's just an M/L. Often times, you will see a seller, make this requirement and won't budge. ....
Now the FFL on your end, gets interesting as he may not know what to do with it as no FFL transfer is required, he doesn't log it in and all he does, is call you when it comes in. Mine is still scratching his head over this. It might have something to do with felons buying "any" firearms. ...
In my case, I have had M/L's shipped directly to my front door, from the manufacturers. ....
Be Safe !!!