JW - I thing QTRHRS expressed my position very well - what he said. I suspect that you would have more likely gotten a rebuff from the buyer than thanks, plus you would have ticked-off the dealer. "A little knowledge is a dangerous thing!" Especially when you don't know that what you know is only a little knowledge. This buyer must have thought he had a bargain (seller getting less than fair market value) spotted and made haste in his escape with it before the dealer realized the mistake. The dealer seems to have appropriately discounted the gun. Had the buyer been a bit more "honest" or a bit less sure of his knowledge, he would have asked - you or the dealer and all would have been clear. As it was, his bargain was only a fair deal.
I can't see any reason why you would feel guilty for this. Same thing happens in all types of commerce every day.