So you sell a gun to a buddy who goes off the deep end and shoots another person, then disappears, leaving the gun. If you don't have paperwork, you can bet the cops are going to check with your employer to see if you were at work, your clients to see if you were actually with them, your pastor to see if you were at church, the grocery store for receipts, your bank and charge card records, etc., etc., to see if you really are telling them the truth.
I'd much rather get a bill of sale than get involved in any of that.
Especially if my car or face turns up on a surveillance camera anywhere near the crime scene when it was happening, just by coincidence.
I know all gun owners hate registration and government lists, etc., etc., as harbingers of confiscation and tyranny, but determining the ownership of guns used in crimes is a public good and is nothing to be troubled over.