That's essentially assuming that they're trying to prevent the following sequence of events:
Step 1: See a gun.
Step 2: Buy the gun.
Step 3: Steal the gun.
Anybody else see a flaw in that logic?
Why would anyone assume that sequence of events? I have no idea how you came up with that scenario as it certainly doesn't make any sense. Why would you even put forward the that they would be trying to prevent people who bought guns from stealing same gun?
Let me throw out some more realistic scenarios.
Cabela's has a gun library full of fancy guns. You can walk into the gun library, open up a cabinet and fondle guns listed for $20,000. An employee will be watching you, but he might get distracted and you could make a break for the door.
When they are checking people out of the gun counter, there are commonly guns in boxes on the counter. Pick up a receipt from the ground outside, walk up to the guy by the boxes, ask him to see the thing behind him, grab a box and head for the door. As you get there, flash your receipt at the people watching the door and put your new gun in your car.
There are any number of ways a person could grab a gun and head for the door. Cabela's and other retailers certainly don't want you to do this.
Likewise, gun transactions occur at the gun counter located in the middle of the store. So there are plenty of people who have purchased guns legitimately who want to take them home without being hassled. What is an easy way to differentiate the two? How about having employees carry the guns from the gun counter to the door? It makes watching the flow of people pretty straight-forward. Guns brought to the door by an employee have been purchased with the full background check, 4473, etc. If a customer walks from the back with a gun, something went wrong.
Corporations want to protect their assets. Shoplifting costs stores billions of dollars each year. Having consistent procedures is one way to minimize shrinkage. If you can't bear the horror of someone carrying your gun 30 meters before handing it to you, you're certainly free to not shop there.