you pay for the gun in the back of the store, then AFTER THE GUN IS PURCHASED, they walk it out to the car for you.
30 years ago, carrying your purchase to the car was known as "service" and even the groceries stores did it.
As you pointed out, the gun is purchased in the back of the store. This happens at Cabela's, Walmart, Gander Mountain, Sportsman's Warehouse and any number of stores and it is also the main reason they walk you to the door.
Guns are restricted-sale items with a relatively high price tag. Beyond mere monetary loss with letting one walk out the door, there is the nightmare of a retailer having a gun showing as being on the books that has somehow disappeared from the store. Anyone whose read this forum or talked to an FFL at any length knows that the BATFE doesn't exactly consider logging the disposition of firearms as an optional activity. Even worse, there are publicity issues and liability issues of a stolen gun being used in a crime.
The staff at the front of the store can't see and hear everything at happening at the gun counter, so how does a retailer ensure that the gun coming from the back of the store has had all the appropriate paperwork completed, checks made and payment rendered? The easist solution is to simply have an employee carry all the guns up to the front of the store. That signals to the loss-prevention people, the greeters, the cashiers, and the rest of the staff everything is on the up and up.
It's not uncommon for retailers with large stores to carry other expensive/commonly pilfered items that are purchased at a location other than the registers by the door (at electronics counters, for example) to the front of the store as well. If you pay attention, you'll notice all sorts of things being carried to the front of stores.