I am not sure where you got this info about the gun shop having to retrieve the weapon, but that's BS. Here is exactly what the requirement/action is concerning a released delay,,, directly from the Feds...
[h=3]
Say my background check is denied after that three-day period. Then what happens to the gun I just bought?[/h]If the FBI determines after the three-day period that the buyer was prohibited, the agency sends out a retrieval order to the ATF. The ATF
is then responsible for getting the gun back. Retrieval orders are relatively rare: A
NICS operations report from 2000 noted that of more than 45,000 default proceeds issued that year, approximately 5,000 resulted in a retrieval order.......
If you want the actual truth from the "horses" mouth...here it is.
https://oig.justice.gov/reports/ATF/e0406/exec.htm
At only takes a little research to come out with a verifiable answer.