TexiCali, I believe NICS gives the FFL the reference number during the initial call.
Does Academy Sports have a good deal on something? If not, tell them to stuff it, find the gun online, and find a nice small FFL with a low transfer fee. Or, if it's a common gun, you could try to find someone local who's selling one.
Don't let them pass the buck to NICS. Ask whose decision it is not to release the gun, and grill that person. Maybe WildAlaska or some other FFL here can give you some stats on how often NICS simply doesn't call back; if it's significant, and I suspect it is, maybe that would convince Academy to finish the transfer. The only time I know I was delayed, NICS called the FFL back after two and a half days.
It seems to me like Academy is telling you they don't want your money.