I have been on the receiving end of this doing transfers. While it is not a legal requirement, it is only common sense to ask for some sort of identification from the private seller who ships the gun to you. You can then can show due diligence if any questions come up.
Many dealers dont know the laws. many do and many are in between.
best suggestion is that when you enter into a transaction with a private seller, get the details and requirements of the dealer you plan to use.

Brian
LTC, USA Ret.
NRA Patron Member
AHFGCA Life Member
USPSA Life Member