That part is probably the reporter not understanding how an ATF trace actually works. The jist of it is the following:
- Law enforcement calls the ATF National Tracing Center and gives them the manufacturer or importer name and serial number of the gun.
- ATF calls the manufacturer or importer and has them look up the gun in their bound book and tell them who it was sent to (usually a distributor)
- ATF calls the distributor and has them look up the gun in their bound book and tell them who it was sent to (usually a retailer)
- ATF calls the retailer and has them look up the gun in their bound book and tell them who it was transferred to (usually an individual)
- If any of the FFLs in the chain are no longer in business, their bound books will be at the Out of Business Records Center at the ATF and can be consulted there.
- From there the trail may or may not go cold depending on what happened to the gun after it was transferred to the individual. Perhaps it was reported as stolen, or maybe they sold it to someone in a private sale and don't have any record of who they sold it to.
Since it wasn't in the MA system it wasn't purchased from a MA dealer since dealers are required to report sales/transfers to MIRCS, so if the ATF trace doesn't turn up anything then they're not going to figure out who had it last without further investigation.
Fact Sheet - National Tracing Center | Bureau of Alcohol, Tobacco, Firearms and Explosives