Yes, the gun must be taken into the ffl’s possession and logged into their system. Even though you paid for the gun, it’s not yours until you go through and pass the NICS check and the gun is transferred into your possession. How would a high volume dealer know what’s in the box until they open it?
By opening it upon the customers arrival unless the customers arrival is delayed beyond a reasonable time frame to get the firearm logged in a timely manner.
