I haven't been into Granger Guns in a while so it very well could have changed. I agree with your good ole' boy analysis. I was only in Newman's once, so I cannot comment.
The same paperwork stays on file whether they sell or transfer the gun. I really think it's so they can charge a high mark up on the same gun.
The only way to buy from Midwest is at shows. Steve at Indiana Arms is fine, however, he claims there's a reason to charge sales tax on out of state sale. IANAL, but if it is an out of state sale, no tax is collected, and you're supposed to claim it on your IN tax return.