Despite the foolishness we hear on the various news outlets, buying a gun online probably involves at least as much (if not MORE) regulations than purchasing one in person.
No, Joe Public can't just find a gun online and have it shipped to his home or business. There are hoops to jump through and background checks to be run before Joe can take it home.
http://mygunculture.com/2013/04/10/how-to-buy-a-gun-online-in-12-easy-steps/