Sometimes the seller is a private party, who is just not set up to process credit cards. Checks can be cashed or deposited, money orders can be cashed, but someone without the business set up (like me) would have no way (and no idea) what to do with a payment by credit card.
The transfer is going to go through an FFL (or two) and a shipping company, but the sale is between you and the seller.
Cash, check, or money order are the traditional methods of payment. Virtually every business "takes the card" these days, but private sellers often don't.
The one's a would avoid like plague are the ones who "require" Venmo, Bitcoin, or some other totally electronic form of payment. Also be wary of anyone asking to directly access your account "for your (or their) "convenience".