Stolen firearms are different, because they may be needed as evidence to prosecute the thief or a subsequent non-innocent buyer of stolen guns.
But no law enforcement agency should make you prove a gun is "yours" when they got it directly from your holster, your vehicle, your home. They don't demand receipts to return other stuff to citizens, do they? (Other than RX meds-- those have extra proof required also).
Or they may not be needed as evidence, but the "Special Agent" in charge is incompetent and a dick head, until I got his supervisor on dat ass, then his attitude changed.