In your scenario at least the interest is in a gun to fit the woman and also the woman is actively checking them out, etc with the friend's advice. That would not raise any alarm. The Bloomberg gambit is to have the man have all the interest and check out guns to fit himself, then have the woman come over and fill out the forms. Clearly in that case the gun was for the man.
An obvious yet unprovable issue - as contrasted with the woman actually checking off the "I'm not buying this for someone else" box on the form, but not having it shortly thereafter. It's the latter who would be in far greater legal danger.