Prior to this I got all my stuff from an old friend, gunsmith and licensed dealer. Before he died recently and suddenly, he'd just wave bye-bye as I let myself out the door of his store. I guess, therefore, this is not a mandatory procedure for all dealers, huh?
I used to walk guys out the door and hand them their SKS or MAK-90, knowing full well that the guy has a couple of boxes of ammo in the bag he is already carrying. If they wanted to rob the store, there would have been absolutely nothing I could have done to prevent them from going back inside.
So I would hazard a guess that it is for insurance purposes and also to keep them from walking around a corner and scaring some grey-haired little old lady out of her socks.