The gun salesman lied to you.
Private sale of ammunition is allowed, just like private gun sales.
Firearms FAQs
http://www.atf.gov/content/Firearms/firearms-industry/FAQ-firearms
Q: Is a license required to engage in the business of selling small arms ammunition?
A: No. A license is not required for a dealer in ammunition only, but a manufacturer or an importer of ammunition must be licensed.
[18 U.S.C. 922 (a)(1)(B)]
Ok, That’s good to know.