Where is the legal mechanism to compel Wal-Mart to release that data?
Actually, finding out that you bought a gun from Wal-Mart is a matter of paying Wal-Mart for access to their database. Wal-Mart knows what you bought.
Now, what if I paid cash and did not provide my name at checkout?
None needed. The gummint just pays Wal-Mart's going rate for extranet connectivity.
Now, what if I paid cash and did not provide my name at checkout?
Except that, in the case of firearms purchases...that isn't an option.