He had already purchased the gun. If indeed it was stolen, there would have been prima facia evidence to arrest him on the spot for theft by receiving stolen property. That is the worst case scenario.
Even if common sense prevailed and they didn't arrest a guy who seemingly had no intent to do wrong (the opposite actually), they would have had to seize the gun as recovered property, and the guy would be out the money and the pistol.
Nothing says either of the above have to be done with a gruff demeanor.
I occasionally have people contact me about running numbers prior to a purchase. I explain that I have to physically have the item in my presence as if it hits on GCIC, I will have to seize it. When there is a hit, a notice is sent immediately to the agency that entered the item, and not having the item is a no go. It's a lose your agency's access to GCIC/NCIC type of no go.
That is why you can call to have the numbers run before or after a purchase?