I suspect that your purchases online are through the use of a credit card. Most online ammo suppliers also require an image of your ID on file for age assurance. Either of these (even without the other) are all the data anyone needs to find you an track your purchase habits.Yes, and given this (plus my experience during the "DC Sniper" situation a few years ago) online is just about the only way I'll buy ammo anymore (though Bass Pro Shop doesn't keep a log, yet).
Onsite cash is the only way to have untracked and legal purchases.