What you have seen on the news is probably surveillance footage of the straw buyers coming out of the store with guns. In addition to that the case would have to be supported with audio from wires either in the store or on the dealer, acting as a confidential informant. Without those wires it is a lot tougher to make the case and if they were going after the gun dealer then they would need a warrant to plant the wire in his store without his consent.
Here is a more plausible line of thinking that is almost as bad. These dealers are in a business where the regulatory agency and the law enforcement agency are the same people. If they come to you and ask you if you will help with an investigation, what are you going to say? If you say no, would you be surprised if somebody started coming buy every week to check your books?
These dealers knew the score and were being coerced into playing.