The part about never having been owned by the people selling them may literally be true. What happens if the gun happens to be a stolen gun that was used in a shooting?
“What happens if the gun happens to be a stolen gun that was used in a shooting?”
I do not think this is a real problem.
The real problem would be if the gun was stolen, and you found out that it was. They you would be required it return it to the owner.
In my research, “receiving stolen goods” requires that you reasonably know that the goods are stolen.
“Ballistic Fingerprints” are pretty much a fiction. They can sometimes tie a gun to a crime, but it is very iffy. Even so, if you did not do the crime, and you can show when you got the gun - say, take a digital picture of you at the turn in with it - I do not think you will have a problem
I have never heard of such a case as you suggest in the last 40 years. I believe that they are the stuff of TV detective shows, not reality.