Do you really think your cash purchase isnt also tracked? Your bills are scanned as they leave your atm and then are scanned as they are deposited into the gun ranges account.
Unless you are also washing your money they are way ahead of you.
I never use an ATM.
And I'm not "tin-foil hat" paranoid, (the CIA doesn't keep track of what books I take out of the library), just situationally aware - I don't post billboards, I stay off social media, watch what I say in public, and never talk about what guns I may or may not possess.