No mail order house can actually expect to evade state long arm statutes under current commerce clause jurisprudence no matter what they do; that is shot down, flaming wreckage as an excuse. If you mail your catalog into a state, you've probably got sufficent "minimum contacts."
Likewise all the stuff about "overzealous prosecutors". They're looking to avoid civil liability. Nobody's trying to send Gary to jail, but I'm sure he looks like deep pockets to some idiot who never got the catalog.
I'd be willing to wager that they have no in house legal anything, and contract out to some firm, and whoever their corporate liason is has told that firm that above all else, it's CYA as opposed to strict letter of the law profit maximization.
If a corporation tells it's lawyers to write a bulletproof duck and cover policy, you'll get policies forbidding shipping sight adjustment tools for AR's to ban states, or holsters, or something. The fact that no one does anything to vet the highly fanciful ad copy in SG catalogs, but they get wierd about shipping points me in that kind of direction.