An FFL initially didn't want to give me a tracking number on something I shipped, giving this as the reason. They ended up giving it to me when I protested that my buyer expected shipping confirmation as part of the transaction.

Don't know about the validity of "the ATF asked me to" as the real reason, although it's possible it is. It's a handy excuse to just blame a government agency for something. Believable, though. Lord knows if there's something stupid being done with relation to guns it's entirely plausible to think the government's got a hand in it somehow.