That's inaccurate.
A good number of states, including both New Hampshire and Virginia, allow face-to-face gun sales. No store. No FFL. No background check. No registration. The only real restriction on this is that the seller cannot be doing this as a business. I don't know how many guns he can sell this way per year, but I wouldn't be surprised if it's fifteen or twenty.
It's illegal to sell to a buyer from another state, so the seller must make a reasonable effort to find out (such as asking to see a driver's license.)
And if the seller has reason to think that the buyer is mentally impaired or a criminal, then the sale is illegal.
About half of the guns I *USED TO* own were bought that way.
Now, of course, I own no guns whatsoever, having taken them all out onto a lake before capsizing the boat. Dammit. That was pretty lousy luck.